+32.5%
EEM vs EXPE
+28.4%
+4.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.2% |
| 7D | -0.7% | -8.7% | +8.0% | -0.5% |
| 30D | +2.4% | -13.6% | +16.0% | +2.6% |
| 3M | +4.2% | +26.6% | -22.5% | +2.6% |
| 6M | +14.8% | +19.9% | -5.2% | +13.1% |
| YTD | +23.1% | -1.7% | +24.8% | +21.9% |
| 1Y | +32.5% | +29.4% | +3.1% | +29.6% |
| All | +32.5% | +28.4% | +4.1% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling