+34.1%
EEM vs EXC
+43.6%
-9.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.1% | -1.7% | +1.6% | 0.0% |
| 30D | -8.6% | +9.3% | -18.0% | -9.3% |
| 3M | -7.0% | +1.0% | -8.1% | -7.1% |
| 6M | -9.7% | +5.9% | -15.6% | -10.5% |
| YTD | +12.1% | +7.6% | +4.5% | +10.7% |
| 1Y | +14.1% | +2.4% | +11.7% | +13.4% |
| 3Y | +72.1% | +30.2% | +41.9% | +63.3% |
| 5Y | +34.1% | +41.4% | -7.3% | +24.4% |
| All | +34.1% | +43.6% | -9.5% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling