+291.9%
VTI vs EXPD
+334.2%
-42.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.4% |
| 7D | +0.2% | -5.5% | +5.7% | +2.5% |
| 30D | -2.9% | -1.9% | -1.0% | -2.2% |
| 3M | -2.6% | +6.1% | -8.7% | -5.2% |
| 6M | +2.8% | +21.6% | -18.9% | -5.8% |
| YTD | +11.6% | +27.9% | -16.3% | -1.3% |
| 1Y | +13.6% | +39.4% | -25.7% | -3.4% |
| 3Y | +79.9% | +72.7% | +7.2% | +34.6% |
| 5Y | +64.3% | +60.3% | +3.9% | +24.5% |
| 10Y | +291.9% | +332.6% | -40.7% | +85.6% |
| All | +291.9% | +334.2% | -42.3% | +85.6% |
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