+314.4%
EEM vs EXPE
+851.4%
-537.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +2.3% | -9.5% | +11.9% | +5.1% |
| 30D | +4.5% | -6.6% | +11.2% | +6.2% |
| 3M | -0.1% | +31.4% | -31.4% | -8.2% |
| 6M | +16.9% | +35.2% | -18.2% | +5.5% |
| YTD | +26.2% | +5.8% | +20.4% | +20.6% |
| 1Y | +40.5% | +38.7% | +1.8% | +23.1% |
| 3Y | +86.2% | +175.8% | -89.6% | +26.8% |
| 5Y | +45.5% | +111.8% | -66.4% | +0.9% |
| 10Y | +128.6% | +179.7% | -51.1% | +28.3% |
| All | +314.4% | +851.4% | -537.1% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling