+3,912.1%
EMR vs EXPD
+30,859.1%
-26,947.0%
-56.1%
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% | +1.5% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -5.6% | +4.1% | -9.7% | -6.7% |
| 3M | +7.9% | +17.9% | -10.0% | +2.9% |
| 6M | +6.0% | +29.2% | -23.2% | -1.8% |
| YTD | +16.4% | +27.4% | -10.9% | +7.9% |
| 1Y | +16.6% | +56.8% | -40.2% | +1.6% |
| 3Y | +62.9% | +68.0% | -5.2% | +38.6% |
| 5Y | +60.1% | +61.9% | -1.8% | +36.3% |
| 10Y | +268.7% | +316.0% | -47.3% | +146.2% |
| All | +3,912.1% | +30,859.1% | -26,947.0% | +1,593.7% |
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