+408.8%
VUG vs EXPD
+314.6%
+94.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.1% | -1.1% | +1.0% | +0.4% |
| 30D | -0.3% | +4.1% | -4.4% | -2.1% |
| 3M | -0.7% | +17.9% | -18.6% | -7.9% |
| 6M | +14.6% | +29.2% | -14.6% | +1.5% |
| YTD | +9.0% | +27.4% | -18.3% | -3.9% |
| 1Y | +14.9% | +56.8% | -42.0% | -9.1% |
| 3Y | +86.0% | +68.0% | +18.0% | +38.7% |
| 5Y | +76.7% | +61.9% | +14.8% | +30.9% |
| All | +408.8% | +314.6% | +94.3% | +144.8% |
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 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