+35.3%
EMB vs EXPD
+329.8%
-294.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.5% | -7.4% | +7.9% | +1.4% |
| 30D | +0.9% | -2.1% | +3.0% | +1.1% |
| 3M | -2.1% | +5.7% | -7.8% | -2.9% |
| 6M | -2.2% | +21.4% | -23.6% | -4.7% |
| YTD | -0.6% | +27.6% | -28.2% | -4.2% |
| 1Y | +0.2% | +36.1% | -35.9% | -4.3% |
| 3Y | +29.5% | +69.9% | -40.3% | +18.8% |
| 5Y | +8.0% | +59.7% | -51.7% | -1.4% |
| 10Y | +35.3% | +323.0% | -287.7% | +11.7% |
| All | +35.3% | +329.8% | -294.5% | +11.7% |
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