+138.5%
EWJ vs EXPD
+308.0%
-169.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +2.9% | -0.9% | +3.8% | +3.2% |
| 30D | +1.1% | +4.1% | -3.0% | -0.1% |
| 3M | +7.1% | +13.8% | -6.7% | +2.8% |
| 6M | +16.2% | +27.3% | -11.1% | +7.4% |
| YTD | +22.0% | +25.4% | -3.5% | +12.4% |
| 1Y | +26.2% | +54.4% | -28.2% | +8.2% |
| 3Y | +73.5% | +67.9% | +5.6% | +42.4% |
| 5Y | +52.7% | +59.2% | -6.5% | +25.1% |
| 10Y | +138.5% | +308.6% | -170.1% | +40.3% |
| All | +138.5% | +308.0% | -169.5% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling