+396.3%
VUG vs EXPD
+334.2%
+62.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +1.6% |
| 7D | +0.5% | -5.5% | +6.0% | +2.9% |
| 30D | -8.2% | -1.9% | -6.3% | -7.5% |
| 3M | -5.4% | +6.1% | -11.5% | -8.1% |
| 6M | -2.5% | +21.6% | -24.2% | -11.1% |
| YTD | +4.2% | +27.9% | -23.7% | -8.5% |
| 1Y | +5.0% | +39.4% | -34.4% | -11.6% |
| 3Y | +81.7% | +72.7% | +9.1% | +33.4% |
| 5Y | +62.5% | +60.3% | +2.2% | +21.2% |
| 10Y | +396.3% | +332.6% | +63.7% | +139.9% |
| All | +396.3% | +334.2% | +62.2% | +139.9% |
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