+69.6%
EEM vs EXPE
+126.3%
-56.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.9% | -11.2% | +10.3% | +0.2% |
| 30D | -9.3% | -7.5% | -1.9% | -8.7% |
| 3M | -7.1% | -19.1% | +12.0% | -5.5% |
| 6M | -10.4% | +10.7% | -21.1% | -12.1% |
| YTD | +11.3% | -9.9% | +21.2% | +11.1% |
| 1Y | +11.3% | -4.6% | +15.9% | +10.1% |
| 3Y | +69.6% | +116.8% | -47.2% | +42.2% |
| All | +69.6% | +126.3% | -56.6% | +42.2% |
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