+132.3%
EEM vs EXPE
+153.6%
-21.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +2.0% | -11.5% | +13.5% | +4.3% |
| 30D | +5.1% | -13.1% | +18.1% | +7.7% |
| 3M | +4.6% | +18.1% | -13.6% | +0.3% |
| 6M | +17.8% | +13.3% | +4.5% | +13.5% |
| YTD | +25.8% | -3.2% | +29.0% | +24.0% |
| 1Y | +36.4% | +26.1% | +10.2% | +26.0% |
| 3Y | +90.0% | +151.7% | -61.7% | +44.6% |
| 5Y | +46.6% | +88.3% | -41.8% | +14.1% |
| 10Y | +132.3% | +158.0% | -25.8% | +42.0% |
| All | +132.3% | +153.6% | -21.3% | +42.0% |
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