+118.0%
EWJ vs EXPD
+322.8%
-204.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -5.0% | -7.2% | +2.2% | -2.9% |
| 30D | -10.2% | -3.3% | -7.0% | -9.4% |
| 3M | -7.2% | +3.4% | -10.6% | -8.3% |
| 6M | -3.2% | +22.7% | -25.9% | -9.3% |
| YTD | +9.9% | +24.5% | -14.6% | +1.4% |
| 1Y | +11.0% | +38.6% | -27.7% | -1.2% |
| 3Y | +57.3% | +71.5% | -14.2% | +28.2% |
| 5Y | +41.3% | +56.2% | -15.0% | +16.6% |
| All | +118.0% | +322.8% | -204.7% | +30.3% |
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