+47.0%
EEM vs EXC
+48.6%
-1.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.1% | +1.2% | +1.9% | +3.0% |
| 30D | +4.9% | -2.7% | +7.6% | +5.1% |
| 3M | +5.2% | -1.0% | +6.2% | +5.1% |
| 6M | +20.7% | -9.3% | +30.0% | +21.8% |
| YTD | +26.5% | +3.6% | +22.8% | +25.3% |
| 1Y | +37.8% | +5.9% | +31.9% | +36.0% |
| 3Y | +91.0% | +21.3% | +69.7% | +83.3% |
| 5Y | +47.0% | +46.2% | +0.9% | +38.3% |
| All | +47.0% | +48.6% | -1.6% | +38.3% |
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