+104.0%
EMR vs EXPD
+70.2%
+33.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.7% | -7.4% | +8.1% | +3.7% |
| 30D | +3.5% | -2.1% | +5.6% | +4.3% |
| 3M | +5.9% | +5.7% | +0.2% | +3.5% |
| 6M | +19.4% | +21.4% | -1.9% | +10.3% |
| YTD | +27.7% | +27.6% | 0.0% | +14.6% |
| 1Y | +30.9% | +36.1% | -5.2% | +14.2% |
| All | +104.0% | +70.2% | +33.7% | +55.4% |
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