+111.1%
VSH vs EXPD
+335.0%
-223.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.9% |
| 7D | +14.3% | +5.5% | +8.8% | +10.5% |
| 30D | -7.9% | -0.8% | -7.1% | -6.7% |
| 3M | -19.9% | +4.1% | -24.0% | -21.5% |
| 6M | -30.5% | +25.7% | -56.2% | -40.3% |
| YTD | +85.7% | +31.4% | +54.3% | +51.8% |
| 1Y | +98.9% | +42.2% | +56.8% | +53.8% |
| 3Y | +32.1% | +77.2% | -45.1% | -13.8% |
| 5Y | +39.7% | +61.0% | -21.3% | -5.1% |
| All | +111.1% | +335.0% | -223.9% | -24.6% |
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 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