+854.3%
EEM vs EXPD
+1,336.9%
-482.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | +2.3% | -1.1% | +3.5% | +2.9% |
| 30D | +4.5% | +4.1% | +0.5% | +2.5% |
| 3M | -0.1% | +17.9% | -18.0% | -8.3% |
| 6M | +16.9% | +29.2% | -12.3% | +1.9% |
| YTD | +26.2% | +27.4% | -1.1% | +9.5% |
| 1Y | +40.5% | +56.8% | -16.3% | +8.6% |
| 3Y | +86.2% | +68.0% | +18.1% | +35.0% |
| 5Y | +45.5% | +61.9% | -16.4% | +3.5% |
| 10Y | +128.6% | +316.0% | -187.4% | -8.0% |
| All | +854.3% | +1,336.9% | -482.6% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling