+33.6%
EEM vs EXPE
+38.0%
-4.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -0.9% | -11.2% | +10.3% | +0.8% |
| 30D | -9.3% | -7.5% | -1.9% | -8.6% |
| 3M | -7.1% | -19.1% | +12.0% | -4.6% |
| 6M | -10.4% | +10.7% | -21.1% | -13.0% |
| YTD | +11.3% | -9.9% | +21.2% | +10.8% |
| 1Y | +11.3% | -4.6% | +15.9% | +9.4% |
| 3Y | +69.6% | +116.8% | -47.2% | +36.5% |
| 5Y | +33.6% | +38.6% | -4.9% | +14.6% |
| All | +33.6% | +38.0% | -4.4% | +14.6% |
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 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