+138.2%
VSH vs EXPD
+337.7%
-199.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +6.8% |
| 7D | +12.8% | -1.6% | +14.3% | +14.6% |
| 30D | -9.0% | +0.6% | -9.6% | -8.8% |
| 3M | -12.2% | +9.8% | -22.0% | -17.0% |
| 6M | -15.9% | +25.8% | -41.7% | -27.8% |
| YTD | +103.2% | +31.3% | +72.0% | +66.3% |
| 1Y | +108.4% | +40.9% | +67.5% | +62.2% |
| 3Y | +41.6% | +74.7% | -33.2% | -6.8% |
| 5Y | +54.6% | +62.9% | -8.3% | +4.0% |
| 10Y | +138.2% | +334.3% | -196.2% | -17.0% |
| All | +138.2% | +337.7% | -199.5% | -17.0% |
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 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