+854.3%
EEM vs EXC
+484.6%
+369.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +4.5% | -3.7% | +8.3% | +6.5% |
| 3M | -0.1% | -1.3% | +1.2% | -0.2% |
| 6M | +16.9% | -9.7% | +26.7% | +21.9% |
| YTD | +26.2% | +2.9% | +23.3% | +22.2% |
| 1Y | +40.5% | +4.4% | +36.1% | +34.5% |
| 3Y | +86.2% | +22.2% | +64.0% | +58.1% |
| 5Y | +45.5% | +46.7% | -1.3% | +6.9% |
| 10Y | +128.6% | +155.3% | -26.7% | +7.2% |
| All | +854.3% | +484.6% | +369.7% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling