+941.9%
EME vs EXPD
+334.2%
+607.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +6.0% |
| 7D | -4.4% | -5.5% | +1.1% | -1.6% |
| 30D | -17.3% | -1.9% | -15.4% | -16.3% |
| 3M | -20.0% | +6.1% | -26.1% | -22.1% |
| 6M | -29.1% | +21.6% | -50.7% | -35.5% |
| YTD | +6.9% | +27.9% | -20.9% | -6.5% |
| 1Y | +0.8% | +39.4% | -38.6% | -15.7% |
| 3Y | +214.4% | +72.7% | +141.7% | +126.2% |
| 5Y | +404.2% | +60.3% | +343.9% | +269.5% |
| 10Y | +941.9% | +332.6% | +609.4% | +283.1% |
| All | +941.9% | +334.2% | +607.8% | +283.1% |
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