+60.5%
VZ vs EXPD
+315.7%
-255.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.3% |
| 30D | +7.9% | +4.1% | +3.8% | +7.2% |
| 3M | +13.6% | +17.9% | -4.3% | +10.4% |
| 6M | +1.1% | +29.2% | -28.1% | -3.5% |
| YTD | +29.3% | +27.4% | +1.9% | +23.1% |
| 1Y | +21.2% | +56.8% | -35.6% | +10.6% |
| 3Y | +75.9% | +68.0% | +7.9% | +56.5% |
| 5Y | +24.1% | +61.9% | -37.8% | +9.7% |
| All | +60.5% | +315.7% | -255.2% | +12.6% |
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