+121.9%
EEM vs EXPE
+126.2%
-4.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +5.3% | -4.2% | +9.5% | +6.1% |
| 30D | -7.0% | -4.5% | -2.5% | -6.6% |
| 3M | -8.0% | -19.7% | +11.7% | -4.8% |
| 6M | -6.6% | +18.3% | -24.9% | -11.1% |
| YTD | +12.3% | -7.3% | +19.7% | +11.0% |
| 1Y | +12.2% | -3.9% | +16.1% | +9.7% |
| 3Y | +71.2% | +123.0% | -51.8% | +33.8% |
| 5Y | +32.2% | +47.9% | -15.7% | +9.0% |
| All | +121.9% | +126.2% | -4.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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