-48.2%
VRT vs EXPD
+27.5%
-75.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.5% | -9.6% | -12.1% |
| 7D | -28.1% | -4.8% | -23.3% | -26.0% |
| 30D | -30.2% | -1.5% | -28.7% | -28.4% |
| 3M | -36.4% | +4.1% | -40.5% | -35.1% |
| 6M | -48.2% | +24.0% | -72.2% | -42.0% |
| All | -48.2% | +27.5% | -75.6% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling