+50.0%
EXPE vs EME
-3.1%
+53.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -9.6% | +20.2% | +8.4% |
| 7D | +14.6% | -5.8% | +20.4% | +13.3% |
| 30D | +21.4% | -17.9% | +39.3% | +17.7% |
| 3M | +1.4% | -22.0% | +23.4% | -2.2% |
| 6M | +28.6% | -29.7% | +58.3% | +24.4% |
| YTD | +12.1% | +4.7% | +7.4% | +6.4% |
| 1Y | +50.0% | -2.1% | +52.1% | +45.8% |
| All | +50.0% | -3.1% | +53.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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