+1,740.6%
VRT vs EXPD
+167.9%
+1,572.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +4.6% |
| 7D | -21.4% | -7.2% | -14.2% | -18.1% |
| 30D | -25.8% | -3.3% | -22.5% | -24.3% |
| 3M | -33.5% | +3.4% | -36.9% | -34.4% |
| 6M | -49.0% | +22.7% | -71.7% | -53.9% |
| YTD | +12.9% | +24.5% | -11.6% | -0.1% |
| 1Y | 0.0% | +38.6% | -38.6% | -16.3% |
| 3Y | +361.8% | +71.5% | +290.3% | +231.5% |
| 5Y | +565.1% | +56.2% | +508.9% | +387.3% |
| All | +1,740.6% | +167.9% | +1,572.7% | +959.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling