+72.3%
EWJ vs EXPD
+69.2%
+3.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +2.5% | -1.1% | +3.7% | +2.8% |
| 30D | +3.3% | +4.1% | -0.8% | +2.4% |
| 3M | +5.0% | +17.9% | -12.9% | +1.3% |
| 6M | +11.5% | +29.2% | -17.7% | +5.2% |
| YTD | +22.4% | +27.4% | -5.0% | +15.1% |
| 1Y | +30.2% | +56.8% | -26.6% | +15.2% |
| All | +72.3% | +69.2% | +3.1% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling