+62.1%
EMR vs EXPE
+182.4%
-120.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | -1.5% | -9.5% | +8.0% | +0.3% |
| 30D | -5.6% | -6.6% | +1.0% | -4.5% |
| 3M | +7.9% | +31.4% | -23.4% | +1.9% |
| 6M | +6.0% | +35.2% | -29.2% | -1.1% |
| YTD | +16.4% | +5.8% | +10.6% | +13.5% |
| 1Y | +16.6% | +38.7% | -22.1% | +6.3% |
| All | +62.1% | +182.4% | -120.3% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling