+223.0%
VT vs EXPD
+315.7%
-92.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +0.4% | -1.1% | +1.6% | +0.9% |
| 30D | +1.0% | +4.1% | -3.1% | -0.6% |
| 3M | +2.4% | +17.9% | -15.5% | -4.1% |
| 6M | +12.0% | +29.2% | -17.2% | +0.8% |
| YTD | +15.3% | +27.4% | -12.0% | +3.4% |
| 1Y | +22.6% | +56.8% | -34.3% | +0.2% |
| 3Y | +74.7% | +68.0% | +6.6% | +35.6% |
| 5Y | +66.1% | +61.9% | +4.3% | +27.9% |
| All | +223.0% | +315.7% | -92.7% | +65.2% |
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 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