+855.0%
EXPE vs EME
+6,385.7%
-5,530.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.5% |
| 7D | -9.5% | +1.9% | -11.4% | -10.3% |
| 30D | -6.6% | -8.3% | +1.6% | -3.4% |
| 3M | +31.4% | -10.7% | +42.1% | +34.1% |
| 6M | +35.2% | +1.9% | +33.3% | +28.2% |
| YTD | +5.8% | +23.5% | -17.7% | -9.6% |
| 1Y | +38.7% | +18.0% | +20.7% | +18.1% |
| 3Y | +175.8% | +236.1% | -60.3% | +31.8% |
| 5Y | +111.8% | +527.9% | -416.0% | -26.7% |
| 10Y | +179.7% | +1,252.8% | -1,073.1% | -36.1% |
| All | +855.0% | +6,385.7% | -5,530.7% | -4.2% |
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