+512.6%
EXPE vs EMB
+127.1%
+385.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -9.3% | -0.1% | -9.2% | -9.1% |
| 30D | +0.1% | +1.3% | -1.2% | -1.0% |
| 3M | -15.3% | -2.2% | -13.1% | -12.9% |
| 6M | +5.5% | -2.3% | +7.8% | +8.7% |
| YTD | -8.0% | -0.6% | -7.3% | -7.0% |
| 1Y | +18.9% | +0.5% | +18.4% | +18.9% |
| 3Y | +135.5% | +29.4% | +106.1% | +81.4% |
| 5Y | +44.3% | +6.5% | +37.8% | +35.6% |
| 10Y | +117.7% | +29.8% | +88.0% | +81.5% |
| All | +512.6% | +127.1% | +385.5% | +423.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling