+280.0%
EMR vs EXPE
+112.4%
+167.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | +0.7% | -11.2% | +11.9% | +3.5% |
| 30D | +3.5% | -7.5% | +11.0% | +4.9% |
| 3M | +5.9% | -19.1% | +25.0% | +10.7% |
| 6M | +19.4% | +10.7% | +8.7% | +14.2% |
| YTD | +27.7% | -9.9% | +37.6% | +26.9% |
| 1Y | +30.9% | -4.6% | +35.5% | +27.9% |
| 3Y | +104.2% | +116.8% | -12.6% | +51.8% |
| 5Y | +89.6% | +38.6% | +51.0% | +52.0% |
| 10Y | +280.0% | +115.9% | +164.2% | +111.2% |
| All | +280.0% | +112.4% | +167.6% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling