+302.5%
VTI vs EXPD
+316.4%
-13.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | -0.4% | +1.2% | -1.5% | -0.8% |
| 30D | -1.6% | +5.2% | -6.8% | -3.7% |
| 3M | +3.6% | +13.2% | -9.6% | -1.9% |
| 6M | +13.0% | +30.3% | -17.3% | +0.4% |
| YTD | +12.7% | +27.0% | -14.3% | +0.2% |
| 1Y | +18.4% | +57.3% | -38.9% | -5.2% |
| 3Y | +76.4% | +70.0% | +6.4% | +33.2% |
| 5Y | +73.7% | +61.6% | +12.1% | +30.9% |
| 10Y | +302.5% | +321.1% | -18.6% | +92.7% |
| All | +302.5% | +316.4% | -13.9% | +92.7% |
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