+7.4%
VSH vs EXPD
+68.8%
-61.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +7.2% |
| 7D | -12.9% | -7.2% | -5.8% | -8.3% |
| 30D | -36.9% | -3.3% | -33.6% | -35.2% |
| 3M | -28.8% | +3.4% | -32.1% | -29.8% |
| 6M | -30.3% | +22.7% | -53.0% | -38.3% |
| YTD | +62.4% | +24.5% | +37.8% | +39.5% |
| 1Y | +62.5% | +38.6% | +23.9% | +29.2% |
| 3Y | +7.4% | +71.5% | -64.1% | -28.5% |
| All | +7.4% | +68.8% | -61.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling