+66.6%
VT vs EXPD
+61.6%
+5.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.4% | -1.1% | +1.6% | +0.8% |
| 30D | +1.0% | +4.1% | -3.1% | -0.2% |
| 3M | +2.4% | +17.9% | -15.5% | -2.6% |
| 6M | +12.0% | +29.2% | -17.2% | +3.3% |
| YTD | +15.3% | +27.4% | -12.0% | +6.1% |
| 1Y | +22.6% | +56.8% | -34.3% | +4.6% |
| 3Y | +74.7% | +68.0% | +6.6% | +42.5% |
| All | +66.6% | +61.6% | +5.0% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling