+60,787.5%
EME vs EXPD
+17,726.8%
+43,060.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +1.9% | -1.1% | +3.0% | +2.3% |
| 30D | -8.3% | +4.1% | -12.3% | -9.5% |
| 3M | -10.7% | +17.9% | -28.7% | -15.9% |
| 6M | +1.9% | +29.2% | -27.3% | -7.3% |
| YTD | +23.5% | +27.4% | -3.9% | +12.2% |
| 1Y | +18.0% | +56.8% | -38.9% | -0.9% |
| 3Y | +236.1% | +68.0% | +168.1% | +171.6% |
| 5Y | +527.9% | +61.9% | +466.0% | +406.9% |
| 10Y | +1,252.8% | +316.0% | +936.8% | +698.2% |
| All | +60,787.5% | +17,726.8% | +43,060.7% | +25,454.7% |
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 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