+604.3%
EXPE vs EMB
+132.1%
+472.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -6.6% | -0.3% | -6.3% | -6.3% |
| 3M | +31.4% | -0.4% | +31.8% | +32.2% |
| 6M | +35.2% | +0.1% | +35.1% | +35.3% |
| YTD | +5.8% | +1.6% | +4.2% | +4.2% |
| 1Y | +38.7% | +5.6% | +33.1% | +31.1% |
| 3Y | +175.8% | +29.8% | +145.9% | +111.2% |
| 5Y | +111.8% | +7.3% | +104.6% | +96.5% |
| 10Y | +179.7% | +30.4% | +149.3% | +128.9% |
| All | +604.3% | +132.1% | +472.2% | +485.6% |
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