+62.7%
EMR vs EXPD
+61.6%
+1.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -1.5% | -1.1% | -0.4% | -1.0% |
| 30D | -5.6% | +4.1% | -9.7% | -7.2% |
| 3M | +7.9% | +17.9% | -10.0% | +0.6% |
| 6M | +6.0% | +29.2% | -23.2% | -5.3% |
| YTD | +16.4% | +27.4% | -10.9% | +4.1% |
| 1Y | +16.6% | +56.8% | -40.2% | -5.5% |
| 3Y | +62.9% | +68.0% | -5.2% | +26.1% |
| All | +62.7% | +61.6% | +1.2% | +23.5% |
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