+87.7%
EEM vs EXE
+17.8%
+69.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +2.0% | -2.7% | +4.7% | +2.3% |
| 30D | +5.1% | -0.4% | +5.4% | +5.1% |
| 3M | +4.6% | +9.5% | -4.9% | +3.4% |
| 6M | +17.8% | -9.3% | +27.1% | +19.3% |
| YTD | +25.8% | -10.9% | +36.7% | +27.5% |
| 1Y | +36.4% | +4.3% | +32.1% | +33.9% |
| All | +87.7% | +17.8% | +69.9% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling