+32.5%
EEM vs EXE
+188.3%
-155.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | +2.4% | -0.8% | +3.2% | +2.5% |
| 3M | +4.2% | +10.0% | -5.9% | +2.7% |
| 6M | +14.8% | -6.3% | +21.1% | +15.5% |
| YTD | +23.1% | -10.7% | +33.8% | +24.5% |
| 1Y | +32.5% | +2.7% | +29.9% | +30.9% |
| 3Y | +85.9% | +19.1% | +66.8% | +77.7% |
| 5Y | +43.6% | +105.4% | -61.9% | +26.2% |
| All | +32.5% | +188.3% | -155.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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