+125.6%
EEM vs EXPD
+308.0%
-182.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | +3.1% | -0.9% | +4.0% | +3.4% |
| 30D | +4.9% | +4.1% | +0.8% | +3.5% |
| 3M | +5.2% | +13.8% | -8.6% | +0.5% |
| 6M | +20.7% | +27.3% | -6.6% | +10.5% |
| YTD | +26.5% | +25.4% | +1.0% | +15.5% |
| 1Y | +37.8% | +54.4% | -16.5% | +15.9% |
| 3Y | +91.0% | +67.9% | +23.1% | +52.4% |
| 5Y | +47.0% | +59.2% | -12.1% | +17.0% |
| 10Y | +125.6% | +308.6% | -183.0% | +19.9% |
| All | +125.6% | +308.0% | -182.4% | +19.9% |
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