+214.4%
EME vs EXPD
+72.3%
+142.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +6.7% |
| 7D | -4.4% | -5.5% | +1.1% | -3.1% |
| 30D | -17.3% | -1.9% | -15.4% | -16.7% |
| 3M | -20.0% | +6.1% | -26.1% | -20.8% |
| 6M | -29.1% | +21.6% | -50.7% | -31.8% |
| YTD | +6.9% | +27.9% | -20.9% | +1.4% |
| 1Y | +0.8% | +39.4% | -38.6% | -6.3% |
| 3Y | +214.4% | +72.7% | +141.7% | +160.7% |
| All | +214.4% | +72.3% | +142.2% | +160.7% |
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