+1,636.0%
VSH vs EXPD
+30,859.1%
-29,223.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.1% |
| 7D | +4.1% | -1.1% | +5.2% | +4.5% |
| 30D | -4.2% | +4.1% | -8.2% | -5.7% |
| 3M | -50.0% | +17.9% | -67.9% | -53.2% |
| 6M | +80.2% | +29.2% | +51.0% | +62.3% |
| YTD | +121.1% | +27.4% | +93.7% | +99.3% |
| 1Y | +112.0% | +56.8% | +55.2% | +75.3% |
| 3Y | +22.5% | +68.0% | -45.5% | -0.7% |
| 5Y | +64.0% | +61.9% | +2.2% | +33.3% |
| 10Y | +170.4% | +316.0% | -145.6% | +58.0% |
| All | +1,636.0% | +30,859.1% | -29,223.1% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling