+171.7%
VSH vs EXPD
+314.6%
-142.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.8% |
| 7D | +4.1% | -1.1% | +5.2% | +4.9% |
| 30D | -4.2% | +4.1% | -8.2% | -6.7% |
| 3M | -50.0% | +17.9% | -67.9% | -55.4% |
| 6M | +80.2% | +29.2% | +51.0% | +50.2% |
| YTD | +121.1% | +27.4% | +93.7% | +83.6% |
| 1Y | +112.0% | +56.8% | +55.2% | +50.3% |
| 3Y | +22.5% | +68.0% | -45.5% | -17.6% |
| 5Y | +64.0% | +61.9% | +2.2% | +9.2% |
| All | +171.7% | +314.6% | -142.8% | -0.6% |
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