+39.5%
EXPE vs EMB
+6.0%
+33.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -9.3% | -0.1% | -9.2% | -8.9% |
| 30D | +0.1% | +1.3% | -1.2% | -1.7% |
| 3M | -15.3% | -2.7% | -12.6% | -10.9% |
| 6M | +5.5% | -2.8% | +8.3% | +11.4% |
| YTD | -8.0% | -1.1% | -6.9% | -5.8% |
| 1Y | +18.9% | 0.0% | +18.9% | +19.6% |
| 3Y | +135.5% | +28.8% | +106.7% | +55.9% |
| All | +39.5% | +6.0% | +33.4% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling