+63.9%
VUG vs EXPD
+63.3%
+0.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +4.4% | +3.6% | +0.8% | +3.0% |
| 30D | -7.3% | +0.3% | -7.6% | -7.5% |
| 3M | -4.2% | +6.1% | -10.3% | -6.4% |
| 6M | -1.6% | +27.4% | -28.9% | -10.4% |
| YTD | +4.9% | +32.0% | -27.1% | -7.1% |
| 1Y | +3.8% | +40.5% | -36.7% | -10.6% |
| 3Y | +79.4% | +75.7% | +3.7% | +34.9% |
| 5Y | +63.9% | +61.7% | +2.2% | +20.1% |
| All | +63.9% | +63.3% | +0.6% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling