+142.3%
VXUS vs EXPD
+334.2%
-191.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.0% |
| 7D | +0.8% | -5.5% | +6.2% | +2.6% |
| 30D | -1.9% | -1.9% | 0.0% | -1.3% |
| 3M | -4.4% | +6.1% | -10.5% | -6.4% |
| 6M | -2.0% | +21.6% | -23.6% | -8.5% |
| YTD | +11.1% | +27.9% | -16.8% | +0.8% |
| 1Y | +15.1% | +39.4% | -24.3% | +1.1% |
| 3Y | +70.4% | +72.7% | -2.2% | +35.2% |
| 5Y | +47.2% | +60.3% | -13.1% | +17.7% |
| 10Y | +142.3% | +332.6% | -190.3% | +33.6% |
| All | +142.3% | +334.2% | -191.9% | +33.6% |
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