+120.8%
EXPE vs EME
+216.1%
-95.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | +8.4% | -8.9% | -1.3% |
| 30D | -6.1% | -11.5% | +5.4% | -5.2% |
| 3M | -21.3% | -20.6% | -0.7% | -19.6% |
| 6M | +19.0% | -28.5% | +47.5% | +24.1% |
| YTD | -8.4% | +8.0% | -16.4% | -14.2% |
| 1Y | -2.8% | +6.8% | -9.5% | -8.7% |
| 3Y | +120.8% | +213.9% | -93.1% | +53.9% |
| All | +120.8% | +216.1% | -95.3% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling