+265.3%
EEM vs EXPE
+710.1%
-444.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -0.9% | -11.2% | +10.3% | +2.0% |
| 30D | -9.3% | -7.5% | -1.9% | -8.1% |
| 3M | -7.1% | -19.1% | +12.0% | -2.9% |
| 6M | -10.4% | +10.7% | -21.1% | -14.7% |
| YTD | +11.3% | -9.9% | +21.2% | +9.9% |
| 1Y | +11.3% | -4.6% | +15.9% | +7.8% |
| 3Y | +69.6% | +116.8% | -47.2% | +23.2% |
| 5Y | +33.6% | +38.6% | -4.9% | +4.7% |
| 10Y | +114.1% | +115.9% | -1.7% | +28.5% |
| All | +265.3% | +710.1% | -444.8% | -14.8% |
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