+47.0%
EEM vs EXPE
+89.5%
-42.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.9% | +8.1% | +1.4% |
| 7D | +3.1% | -9.8% | +12.8% | +4.6% |
| 30D | +4.9% | -11.5% | +16.4% | +6.6% |
| 3M | +5.2% | +21.7% | -16.5% | +1.3% |
| 6M | +20.7% | +10.4% | +10.3% | +17.6% |
| YTD | +26.5% | -2.5% | +29.0% | +24.9% |
| 1Y | +37.8% | +27.3% | +10.5% | +29.0% |
| 3Y | +91.0% | +153.5% | -62.5% | +51.1% |
| 5Y | +47.0% | +91.1% | -44.1% | +21.7% |
| All | +47.0% | +89.5% | -42.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling