-5.2%
VSAT vs EXPD
+334.2%
-339.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +2.7% | +13.6% | +14.6% |
| 7D | +0.4% | -5.5% | +5.8% | +4.5% |
| 30D | +3.3% | -1.9% | +5.2% | +5.0% |
| 3M | -7.5% | +6.1% | -13.6% | -10.9% |
| 6M | +6.2% | +21.6% | -15.4% | -6.9% |
| YTD | +115.8% | +27.9% | +87.9% | +78.3% |
| 1Y | +107.7% | +39.4% | +68.3% | +61.3% |
| 3Y | +292.0% | +72.7% | +219.4% | +158.4% |
| 5Y | +35.3% | +60.3% | -25.0% | -8.3% |
| 10Y | -5.2% | +332.6% | -337.8% | -69.2% |
| All | -5.2% | +334.2% | -339.4% | -69.2% |
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