+109.6%
EEM vs EXPD
+334.2%
-224.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.0% |
| 7D | -0.1% | -5.5% | +5.3% | +1.7% |
| 30D | -8.6% | -1.9% | -6.7% | -8.1% |
| 3M | -7.0% | +6.1% | -13.1% | -9.0% |
| 6M | -9.7% | +21.6% | -31.3% | -15.8% |
| YTD | +12.1% | +27.9% | -15.8% | +1.6% |
| 1Y | +14.1% | +39.4% | -25.3% | +0.1% |
| 3Y | +72.1% | +72.7% | -0.5% | +36.1% |
| 5Y | +34.1% | +60.3% | -26.2% | +6.9% |
| 10Y | +109.6% | +332.6% | -223.0% | +15.9% |
| All | +109.6% | +334.2% | -224.5% | +15.9% |
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