+76.9%
VUG vs EXPD
+71.7%
+5.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | -7.4% | +6.2% | +0.4% |
| 30D | -8.9% | -2.1% | -6.8% | -8.5% |
| 3M | -5.9% | +5.7% | -11.6% | -7.1% |
| 6M | -3.3% | +21.4% | -24.6% | -7.4% |
| YTD | +3.4% | +27.6% | -24.2% | -2.9% |
| 1Y | +1.9% | +36.1% | -34.2% | -6.1% |
| 3Y | +76.9% | +69.9% | +7.0% | +49.1% |
| All | +76.9% | +71.7% | +5.2% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling