+147.1%
VXUS vs EXPD
+337.7%
-190.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | 0.0% |
| 7D | -0.5% | -1.6% | +1.0% | 0.0% |
| 30D | -1.2% | +0.6% | -1.8% | -1.5% |
| 3M | -3.8% | +9.8% | -13.6% | -6.9% |
| 6M | -1.7% | +25.8% | -27.4% | -9.3% |
| YTD | +11.4% | +31.3% | -19.8% | +0.2% |
| 1Y | +13.3% | +40.9% | -27.6% | -0.8% |
| 3Y | +70.0% | +74.7% | -4.7% | +34.4% |
| 5Y | +48.1% | +62.9% | -14.8% | +17.9% |
| 10Y | +147.1% | +334.3% | -187.3% | +35.8% |
| All | +147.1% | +337.7% | -190.7% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling