+125.6%
EMB vs EXPD
+430.6%
-305.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | -0.1% |
| 7D | -0.3% | -4.8% | +4.5% | +0.1% |
| 30D | +1.1% | -1.5% | +2.6% | +1.2% |
| 3M | -2.9% | +4.1% | -7.1% | -3.3% |
| 6M | -2.1% | +24.0% | -26.1% | -4.0% |
| YTD | -1.1% | +27.4% | -28.5% | -3.5% |
| 1Y | +0.3% | +38.4% | -38.1% | -2.9% |
| 3Y | +27.7% | +73.2% | -45.5% | +20.6% |
| 5Y | +6.0% | +59.9% | -53.9% | +0.1% |
| 10Y | +29.1% | +319.9% | -290.8% | +13.2% |
| All | +125.6% | +430.6% | -305.1% | +87.6% |
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