+1,678.9%
VRT vs EXPD
+174.1%
+1,504.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.5% | -9.6% | -11.9% |
| 7D | -28.1% | -4.8% | -23.3% | -26.0% |
| 30D | -30.2% | -1.5% | -28.7% | -29.4% |
| 3M | -36.4% | +4.1% | -40.5% | -37.4% |
| 6M | -48.2% | +24.0% | -72.2% | -53.4% |
| YTD | +9.2% | +27.4% | -18.2% | -4.4% |
| 1Y | -7.2% | +38.4% | -45.6% | -22.1% |
| 3Y | +338.7% | +73.2% | +265.5% | +214.1% |
| 5Y | +542.8% | +59.9% | +483.0% | +366.1% |
| All | +1,678.9% | +174.1% | +1,504.8% | +913.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling