+403.5%
VRT vs EXPD
+72.3%
+331.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.8% |
| 7D | -10.6% | -5.5% | -5.1% | -8.8% |
| 30D | -17.4% | -1.9% | -15.5% | -16.6% |
| 3M | -26.4% | +6.1% | -32.5% | -27.2% |
| 6M | -41.0% | +21.6% | -62.6% | -43.8% |
| YTD | +23.8% | +27.9% | -4.1% | +15.7% |
| 1Y | +11.6% | +39.4% | -27.8% | +1.8% |
| 3Y | +403.5% | +72.7% | +330.8% | +306.4% |
| All | +403.5% | +72.3% | +331.2% | +306.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling