+281.9%
EMR vs EXPE
+155.4%
+126.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.9% | +7.4% | +1.6% |
| 7D | +3.1% | -9.8% | +12.8% | +5.7% |
| 30D | -3.5% | -11.5% | +8.0% | -0.7% |
| 3M | +9.8% | +21.7% | -11.9% | +3.4% |
| 6M | +10.8% | +10.4% | +0.4% | +6.5% |
| YTD | +15.9% | -2.5% | +18.5% | +13.9% |
| 1Y | +16.4% | +27.3% | -10.9% | +5.1% |
| 3Y | +62.1% | +153.5% | -91.4% | +15.8% |
| 5Y | +62.9% | +91.1% | -28.2% | +18.2% |
| All | +281.9% | +155.4% | +126.5% | +106.1% |
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