+512.6%
EXPE vs EMB
+126.0%
+386.7%
-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% | -2.7% | -12.6% | -12.5% |
| 6M | +5.5% | -2.8% | +8.3% | +9.3% |
| YTD | -8.0% | -1.1% | -6.9% | -6.5% |
| 1Y | +18.9% | 0.0% | +18.9% | +19.5% |
| 3Y | +135.5% | +28.8% | +106.7% | +82.4% |
| 5Y | +44.3% | +6.0% | +38.3% | +36.3% |
| 10Y | +117.7% | +29.1% | +88.6% | +82.4% |
| All | +512.6% | +126.0% | +386.7% | +425.8% |
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