+134.8%
VXUS vs EXPD
+304.0%
-169.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | -1.8% | -7.2% | +5.4% | +0.6% |
| 30D | -4.6% | -3.3% | -1.3% | -3.6% |
| 3M | -6.1% | +3.4% | -9.5% | -7.3% |
| 6M | -4.9% | +22.7% | -27.6% | -11.6% |
| YTD | +8.1% | +24.5% | -16.5% | -1.1% |
| 1Y | +12.1% | +38.6% | -26.6% | -1.4% |
| 3Y | +63.9% | +71.5% | -7.6% | +30.1% |
| 5Y | +43.1% | +56.2% | -13.1% | +15.4% |
| All | +134.8% | +304.0% | -169.3% | +33.0% |
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 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