+294.7%
VWO vs EXPD
+774.4%
-479.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +2.0% | +5.5% | -3.5% | -0.6% |
| 30D | -4.3% | -0.8% | -3.5% | -4.0% |
| 3M | -6.4% | +4.1% | -10.5% | -8.5% |
| 6M | -5.6% | +25.7% | -31.3% | -16.2% |
| YTD | +5.2% | +31.4% | -26.2% | -10.2% |
| 1Y | +5.2% | +42.2% | -37.0% | -13.9% |
| 3Y | +55.5% | +77.2% | -21.7% | +10.2% |
| 5Y | +25.6% | +61.0% | -35.4% | -9.9% |
| 10Y | +110.8% | +334.8% | -224.0% | -17.6% |
| All | +294.7% | +774.4% | -479.7% | -6.8% |
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