+566.9%
VTRS vs EXPD
+31,482.2%
-30,915.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -2.2% | +2.0% | -4.2% | -2.6% |
| 30D | +3.3% | +4.4% | -1.1% | +2.3% |
| 3M | +2.0% | +15.7% | -13.7% | -1.5% |
| 6M | +19.9% | +37.5% | -17.5% | +11.2% |
| YTD | +35.7% | +29.9% | +5.8% | +26.9% |
| 1Y | +68.1% | +57.8% | +10.3% | +49.9% |
| 3Y | +87.1% | +71.6% | +15.4% | +62.9% |
| 5Y | +47.6% | +62.2% | -14.6% | +28.9% |
| 10Y | -48.2% | +330.7% | -378.8% | -63.5% |
| All | +566.9% | +31,482.2% | -30,915.3% | +127.2% |
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