+67.1%
VZ vs EXPD
+313.3%
-246.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.6% |
| 7D | +5.6% | -4.8% | +10.4% | +6.4% |
| 30D | +1.9% | -1.5% | +3.4% | +2.1% |
| 3M | +0.8% | +4.1% | -3.3% | 0.0% |
| 6M | +0.6% | +24.0% | -23.4% | -3.2% |
| YTD | +20.8% | +27.4% | -6.6% | +15.0% |
| 1Y | +23.9% | +38.4% | -14.4% | +16.1% |
| 3Y | +55.7% | +73.2% | -17.5% | +37.8% |
| 5Y | +21.5% | +59.9% | -38.3% | +8.0% |
| All | +67.1% | +313.3% | -246.2% | +21.5% |
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