+21.2%
VZ vs EXPD
+60.8%
-39.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +2.4% | -7.4% | +9.8% | +3.2% |
| 30D | +11.2% | -2.1% | +13.3% | +11.4% |
| 3M | 0.0% | +5.7% | -5.7% | -0.6% |
| 6M | +1.3% | +21.4% | -20.1% | -0.9% |
| YTD | +21.3% | +27.6% | -6.4% | +17.3% |
| 1Y | +23.9% | +36.1% | -12.2% | +18.8% |
| 3Y | +57.7% | +69.9% | -12.2% | +44.8% |
| 5Y | +21.2% | +59.7% | -38.5% | +8.0% |
| All | +21.2% | +60.8% | -39.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling