+777.3%
EMR vs EXPE
+727.6%
+49.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +1.1% |
| 7D | -1.6% | -9.3% | +7.8% | +0.7% |
| 30D | +2.0% | +0.1% | +1.8% | +1.2% |
| 3M | +3.8% | -15.3% | +19.1% | +7.3% |
| 6M | +10.5% | +5.5% | +5.0% | +6.8% |
| YTD | +23.7% | -8.0% | +31.7% | +22.2% |
| 1Y | +25.4% | +18.9% | +6.5% | +14.4% |
| 3Y | +86.6% | +135.5% | -49.0% | +35.4% |
| 5Y | +83.0% | +44.3% | +38.7% | +44.4% |
| 10Y | +319.5% | +117.7% | +201.8% | +164.0% |
| All | +777.3% | +727.6% | +49.8% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling