+249.6%
EME vs EXPD
+66.3%
+183.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | +5.2% | -0.9% | +6.1% | +5.3% |
| 30D | -5.4% | +4.1% | -9.4% | -6.1% |
| 3M | -6.1% | +13.8% | -19.9% | -8.7% |
| 6M | +9.7% | +27.3% | -17.6% | +3.9% |
| YTD | +26.6% | +25.4% | +1.1% | +20.0% |
| 1Y | +24.6% | +54.4% | -29.7% | +12.4% |
| 3Y | +249.6% | +67.9% | +181.7% | +203.3% |
| All | +249.6% | +66.3% | +183.3% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling