+159.8%
VXUS vs EXPD
+333.9%
-174.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -2.0% |
| 7D | -3.4% | -4.8% | +1.4% | -1.6% |
| 30D | -5.8% | -1.5% | -4.3% | -5.4% |
| 3M | -6.4% | +4.1% | -10.5% | -8.1% |
| 6M | -2.5% | +24.0% | -26.5% | -10.8% |
| YTD | +7.9% | +27.4% | -19.5% | -3.6% |
| 1Y | +11.5% | +38.4% | -26.9% | -3.8% |
| 3Y | +63.4% | +73.2% | -9.7% | +25.3% |
| 5Y | +42.9% | +59.9% | -16.9% | +10.7% |
| 10Y | +138.9% | +319.9% | -181.1% | +12.5% |
| All | +159.8% | +333.9% | -174.0% | +11.4% |
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