+90.6%
EEM vs EXPE
+185.1%
-94.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +2.3% | -9.5% | +11.9% | +3.3% |
| 30D | +4.5% | -6.6% | +11.2% | +5.1% |
| 3M | -0.1% | +31.4% | -31.4% | -3.4% |
| 6M | +16.9% | +35.2% | -18.2% | +12.1% |
| YTD | +26.2% | +5.8% | +20.4% | +24.2% |
| 1Y | +40.5% | +38.7% | +1.8% | +32.7% |
| All | +90.6% | +185.1% | -94.5% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling