+123.6%
EEM vs EXPD
+337.7%
-214.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.4% | +1.5% |
| 7D | +0.7% | -1.6% | +2.2% | +1.2% |
| 30D | -6.2% | +0.6% | -6.8% | -6.4% |
| 3M | -5.2% | +9.8% | -15.0% | -8.2% |
| 6M | -8.1% | +25.8% | -33.9% | -15.3% |
| YTD | +14.0% | +31.3% | -17.3% | +2.4% |
| 1Y | +13.8% | +40.9% | -27.1% | -0.5% |
| 3Y | +73.7% | +74.7% | -1.0% | +36.9% |
| 5Y | +34.6% | +62.9% | -28.3% | +6.8% |
| 10Y | +123.6% | +334.3% | -210.8% | +18.6% |
| All | +123.6% | +337.7% | -214.2% | +18.6% |
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