+27.3%
EXPE vs EMB
+5.1%
+22.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +21.7% |
| 6M | +10.4% | +1.2% | +9.2% | +8.7% |
| YTD | -2.5% | +1.5% | -4.0% | -6.7% |
| 1Y | +27.3% | +4.8% | +22.5% | +11.5% |
| All | +27.3% | +5.1% | +22.3% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling