+29.3%
EMB vs EXPD
+314.6%
-285.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -0.3% | +4.1% | -4.4% | -0.8% |
| 3M | -0.4% | +17.9% | -18.3% | -2.5% |
| 6M | +0.1% | +29.2% | -29.1% | -3.3% |
| YTD | +1.6% | +27.4% | -25.8% | -2.0% |
| 1Y | +5.6% | +56.8% | -51.2% | -1.2% |
| 3Y | +29.8% | +68.0% | -38.2% | +19.3% |
| 5Y | +7.3% | +61.9% | -54.6% | -2.2% |
| All | +29.3% | +314.6% | -285.3% | +8.2% |
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 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