+183.8%
VXUS vs EXPD
+333.7%
-149.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.0% | -1.1% | +2.2% | +1.5% |
| 30D | +2.2% | +4.1% | -1.9% | +0.6% |
| 3M | +3.0% | +17.9% | -14.9% | -3.7% |
| 6M | +10.7% | +29.2% | -18.6% | -0.6% |
| YTD | +17.8% | +27.4% | -9.5% | +5.5% |
| 1Y | +27.6% | +56.8% | -29.3% | +4.3% |
| 3Y | +73.3% | +68.0% | +5.3% | +34.7% |
| 5Y | +54.3% | +61.9% | -7.5% | +18.7% |
| 10Y | +149.8% | +316.0% | -166.2% | +18.4% |
| All | +183.8% | +333.7% | -149.9% | +21.9% |
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