+83.4%
EMR vs EXPD
+55.6%
+27.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.8% |
| 7D | -1.6% | -7.2% | +5.6% | +1.5% |
| 30D | +2.0% | -3.3% | +5.2% | +3.3% |
| 3M | +3.8% | +3.4% | +0.4% | +2.1% |
| 6M | +10.5% | +22.7% | -12.2% | +0.7% |
| YTD | +23.7% | +24.5% | -0.8% | +10.9% |
| 1Y | +25.4% | +38.6% | -13.2% | +6.9% |
| 3Y | +86.6% | +71.5% | +15.1% | +40.8% |
| All | +83.4% | +55.6% | +27.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling