+654.4%
VRT vs EXPD
+60.9%
+593.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | +10.5% | +5.5% | +5.0% | +7.4% |
| 30D | -9.3% | -0.8% | -8.5% | -8.4% |
| 3M | -29.6% | +4.1% | -33.7% | -30.9% |
| 6M | -45.4% | +25.7% | -71.0% | -52.0% |
| YTD | +24.8% | +31.4% | -6.6% | +4.7% |
| 1Y | +23.6% | +42.2% | -18.6% | -1.4% |
| 3Y | +379.7% | +77.2% | +302.5% | +206.5% |
| All | +654.4% | +60.9% | +593.5% | +353.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling