+725.8%
EMR vs EXPE
+851.4%
-125.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -1.5% | -9.5% | +8.0% | +1.2% |
| 30D | -5.6% | -6.6% | +1.0% | -4.0% |
| 3M | +7.9% | +31.4% | -23.4% | -0.6% |
| 6M | +6.0% | +35.2% | -29.2% | -4.0% |
| YTD | +16.4% | +5.8% | +10.6% | +11.8% |
| 1Y | +16.6% | +38.7% | -22.1% | +2.8% |
| 3Y | +62.9% | +175.8% | -112.9% | +13.6% |
| 5Y | +60.1% | +111.8% | -51.7% | +13.4% |
| 10Y | +268.7% | +179.7% | +89.0% | +118.4% |
| All | +725.8% | +851.4% | -125.6% | +135.2% |
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 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