+76.5%
VUG vs EXPD
+61.6%
+15.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.1% | -1.1% | +1.0% | +0.3% |
| 30D | -0.3% | +4.1% | -4.4% | -1.8% |
| 3M | -0.7% | +17.9% | -18.6% | -6.7% |
| 6M | +14.6% | +29.2% | -14.6% | +3.6% |
| YTD | +9.0% | +27.4% | -18.3% | -1.8% |
| 1Y | +14.9% | +56.8% | -42.0% | -6.0% |
| 3Y | +86.0% | +68.0% | +18.0% | +43.5% |
| All | +76.5% | +61.6% | +15.0% | +30.3% |
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