+1,155.8%
VUG vs EXPD
+1,146.3%
+9.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | -3.4% | -7.2% | +3.8% | -0.6% |
| 30D | -11.1% | -3.3% | -7.8% | -10.0% |
| 3M | -7.2% | +3.4% | -10.6% | -8.7% |
| 6M | -4.1% | +22.7% | -26.8% | -12.1% |
| YTD | +1.4% | +24.5% | -23.1% | -8.8% |
| 1Y | +1.9% | +38.6% | -36.7% | -12.3% |
| 3Y | +77.7% | +71.5% | +6.2% | +37.1% |
| 5Y | +57.6% | +56.2% | +1.3% | +24.8% |
| 10Y | +398.6% | +310.5% | +88.1% | +164.8% |
| All | +1,155.8% | +1,146.3% | +9.5% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling