+46.6%
EEM vs EXEL
+194.6%
-148.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +5.1% | +10.1% | -5.1% | +3.9% |
| 3M | +4.6% | +10.1% | -5.5% | +3.3% |
| 6M | +17.8% | +37.7% | -19.9% | +13.2% |
| YTD | +25.8% | +33.1% | -7.3% | +21.3% |
| 1Y | +36.4% | +52.4% | -16.0% | +29.3% |
| 3Y | +90.0% | +163.8% | -73.8% | +64.7% |
| 5Y | +46.6% | +198.5% | -151.9% | +18.3% |
| All | +46.6% | +194.6% | -148.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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