+726.6%
EXPE vs EME
+5,573.5%
-4,846.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | +8.4% | -8.9% | -4.1% |
| 30D | -6.1% | -11.5% | +5.4% | -1.9% |
| 3M | -21.3% | -20.6% | -0.7% | -14.7% |
| 6M | +19.0% | -28.5% | +47.5% | +31.9% |
| YTD | -8.4% | +8.0% | -16.4% | -18.4% |
| 1Y | -2.8% | +6.8% | -9.5% | -13.1% |
| 3Y | +120.8% | +213.9% | -93.1% | +6.7% |
| 5Y | +46.2% | +414.8% | -368.6% | -45.4% |
| 10Y | +123.8% | +916.9% | -793.1% | -42.5% |
| All | +726.6% | +5,573.5% | -4,846.9% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling