-7.4%
VSAT vs EXPD
+337.7%
-345.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -1.5% |
| 7D | +12.5% | -1.6% | +14.0% | +13.9% |
| 30D | +11.0% | +0.6% | +10.4% | +11.0% |
| 3M | -11.1% | +9.8% | -20.9% | -16.3% |
| 6M | +2.8% | +25.8% | -22.9% | -11.8% |
| YTD | +118.0% | +31.3% | +86.7% | +77.1% |
| 1Y | +97.1% | +40.9% | +56.2% | +52.1% |
| 3Y | +296.8% | +74.7% | +222.1% | +159.7% |
| 5Y | +38.7% | +62.9% | -24.2% | -6.9% |
| 10Y | -7.4% | +334.3% | -341.8% | -68.7% |
| All | -7.4% | +337.7% | -345.1% | -68.7% |
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