+131.7%
EMB vs EXPD
+430.4%
-298.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -0.4% | +17.9% | -18.3% | -1.9% |
| 6M | +0.1% | +29.2% | -29.1% | -2.2% |
| YTD | +1.6% | +27.4% | -25.8% | -0.8% |
| 1Y | +5.6% | +56.8% | -51.2% | +1.1% |
| 3Y | +29.8% | +68.0% | -38.2% | +22.9% |
| 5Y | +7.3% | +61.9% | -54.6% | +1.2% |
| 10Y | +30.4% | +316.0% | -285.6% | +14.4% |
| All | +131.7% | +430.4% | -298.7% | +92.8% |
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