+359.2%
VT vs EXPD
+480.4%
-121.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.8% |
| 7D | -1.6% | +2.3% | -3.9% | -2.7% |
| 30D | -2.5% | +6.2% | -8.6% | -5.2% |
| 3M | -1.3% | +19.8% | -21.1% | -9.4% |
| 6M | +3.1% | +39.5% | -36.4% | -12.3% |
| YTD | +10.9% | +37.8% | -26.9% | -6.3% |
| 1Y | +12.1% | +68.6% | -56.5% | -14.5% |
| 3Y | +73.9% | +87.3% | -13.5% | +23.0% |
| 5Y | +58.0% | +69.5% | -11.5% | +14.4% |
| 10Y | +225.5% | +354.3% | -128.8% | +36.8% |
| All | +359.2% | +480.4% | -121.2% | +34.2% |
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