+47.7%
EWJ vs EXPD
+61.0%
-13.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +1.0% | +3.0% |
| 7D | -1.5% | -5.5% | +4.0% | -0.1% |
| 30D | -6.5% | -1.9% | -4.6% | -6.1% |
| 3M | -5.6% | +6.1% | -11.7% | -7.0% |
| 6M | -0.3% | +21.6% | -21.9% | -5.3% |
| YTD | +13.9% | +27.9% | -14.0% | +5.8% |
| 1Y | +14.6% | +39.4% | -24.8% | +3.7% |
| 3Y | +66.6% | +72.7% | -6.0% | +39.2% |
| 5Y | +47.7% | +60.3% | -12.6% | +22.1% |
| All | +47.7% | +61.0% | -13.3% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling