+934.5%
VTI vs EXPD
+1,588.3%
-653.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.4% | -7.4% | +7.0% | +2.5% |
| 30D | -3.2% | -2.1% | -1.1% | -2.5% |
| 3M | -2.9% | +5.7% | -8.6% | -5.2% |
| 6M | +2.4% | +21.4% | -19.0% | -5.5% |
| YTD | +11.2% | +27.6% | -16.5% | -0.7% |
| 1Y | +11.6% | +36.1% | -24.5% | -2.9% |
| 3Y | +76.6% | +69.9% | +6.7% | +37.8% |
| 5Y | +65.3% | +59.7% | +5.6% | +30.1% |
| 10Y | +289.1% | +323.0% | -34.0% | +105.0% |
| All | +934.5% | +1,588.3% | -653.7% | +193.0% |
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