+132.3%
EEM vs EXC
+152.4%
-20.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.0% | +0.3% | +1.6% | +1.9% |
| 30D | +5.1% | -0.9% | +5.9% | +5.3% |
| 3M | +4.6% | -2.7% | +7.3% | +5.0% |
| 6M | +17.8% | -9.4% | +27.1% | +20.5% |
| YTD | +25.8% | +3.0% | +22.8% | +23.5% |
| 1Y | +36.4% | +5.1% | +31.3% | +32.8% |
| 3Y | +90.0% | +20.6% | +69.4% | +74.2% |
| 5Y | +46.6% | +45.7% | +0.9% | +22.5% |
| 10Y | +132.3% | +160.8% | -28.6% | +49.6% |
| All | +132.3% | +152.4% | -20.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling