+741.9%
VTV vs EXPD
+1,213.6%
-471.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.8% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | +3.9% | +0.6% | +3.3% | +3.5% |
| 3M | +2.6% | +9.8% | -7.3% | -1.3% |
| 6M | +11.5% | +25.8% | -14.2% | +1.5% |
| YTD | +22.3% | +31.3% | -9.0% | +8.1% |
| 1Y | +24.5% | +40.9% | -16.4% | +6.9% |
| 3Y | +78.8% | +74.7% | +4.0% | +37.8% |
| 5Y | +78.6% | +62.9% | +15.8% | +38.5% |
| 10Y | +231.8% | +334.3% | -102.5% | +69.0% |
| All | +741.9% | +1,213.6% | -471.7% | +180.8% |
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