+280.4%
EMR vs EXPE
+123.5%
+156.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | +3.7% | -6.1% | +9.7% | +4.7% |
| 3M | +2.0% | -21.3% | +23.3% | +7.4% |
| 6M | +22.1% | +19.0% | +3.1% | +14.5% |
| YTD | +27.2% | -8.4% | +35.7% | +25.9% |
| 1Y | +32.0% | -2.8% | +34.8% | +28.3% |
| 3Y | +103.3% | +120.8% | -17.5% | +50.4% |
| 5Y | +88.2% | +46.2% | +42.0% | +48.4% |
| All | +280.4% | +123.5% | +156.9% | +110.0% |
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