+5.1%
VUG vs EXPD
+40.4%
-35.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.5% | +5.5% | -3.0% | +1.8% |
| 30D | -6.3% | -0.8% | -5.5% | -6.2% |
| 3M | -6.0% | +4.1% | -10.2% | -6.4% |
| 6M | -3.5% | +25.7% | -29.2% | -5.6% |
| YTD | +3.9% | +31.4% | -27.5% | +0.7% |
| 1Y | +5.1% | +42.2% | -37.1% | 0.0% |
| All | +5.1% | +40.4% | -35.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling