+71.3%
EEM vs EXPD
+76.1%
-4.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | +5.3% | +3.6% | +1.7% | +4.6% |
| 30D | -7.0% | +0.3% | -7.3% | -7.1% |
| 3M | -8.0% | +6.1% | -14.1% | -9.0% |
| 6M | -6.6% | +27.4% | -34.0% | -10.6% |
| YTD | +12.3% | +32.0% | -19.7% | +6.2% |
| 1Y | +12.2% | +40.5% | -28.4% | +4.5% |
| All | +71.3% | +76.1% | -4.8% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling