+121.1%
EEM vs EXPE
+123.5%
-2.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -5.4% | -6.1% | +0.7% | -4.7% |
| 3M | -8.6% | -21.3% | +12.7% | -5.1% |
| 6M | -8.9% | +19.0% | -27.9% | -13.3% |
| YTD | +11.9% | -8.4% | +20.4% | +10.8% |
| 1Y | +13.1% | -2.8% | +15.9% | +10.3% |
| 3Y | +70.7% | +120.8% | -50.1% | +33.6% |
| 5Y | +31.8% | +46.2% | -14.4% | +8.8% |
| All | +121.1% | +123.5% | -2.4% | +35.8% |
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