+153.1%
EXPE vs EMB
+29.2%
+123.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.1% | -7.8% | -7.7% |
| 7D | -9.8% | +0.3% | -10.0% | -10.2% |
| 30D | -11.5% | -0.5% | -11.0% | -10.7% |
| 3M | +21.7% | +0.3% | +21.4% | +21.4% |
| 6M | +10.4% | +1.2% | +9.2% | +8.4% |
| YTD | -2.5% | +1.5% | -4.0% | -5.0% |
| 1Y | +27.3% | +4.8% | +22.5% | +17.4% |
| 3Y | +153.5% | +30.4% | +123.2% | +58.7% |
| 5Y | +91.1% | +7.3% | +83.8% | +74.9% |
| 10Y | +153.1% | +29.7% | +123.4% | +73.0% |
| All | +153.1% | +29.2% | +123.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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