+329.3%
VWO vs EXPD
+747.5%
-418.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +1.1% | -1.1% | +2.2% | +1.6% |
| 30D | +2.4% | +4.1% | -1.7% | +0.4% |
| 3M | +2.0% | +17.9% | -15.9% | -6.2% |
| 6M | +10.7% | +29.2% | -18.6% | -3.4% |
| YTD | +14.4% | +27.4% | -12.9% | -0.6% |
| 1Y | +22.7% | +56.8% | -34.1% | -4.8% |
| 3Y | +64.2% | +68.0% | -3.8% | +19.5% |
| 5Y | +35.8% | +61.9% | -26.1% | -3.2% |
| 10Y | +114.7% | +316.0% | -201.3% | -14.0% |
| All | +329.3% | +747.5% | -418.2% | +3.2% |
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