+293.2%
EWY vs EXPD
+308.0%
-14.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | +8.0% | -0.9% | +9.0% | +8.4% |
| 30D | +14.3% | +4.1% | +10.3% | +12.6% |
| 3M | +2.3% | +13.8% | -11.5% | -3.1% |
| 6M | +49.9% | +27.3% | +22.6% | +35.2% |
| YTD | +95.3% | +25.4% | +69.9% | +75.6% |
| 1Y | +161.7% | +54.4% | +107.4% | +113.3% |
| 3Y | +230.2% | +67.9% | +162.3% | +153.2% |
| 5Y | +148.1% | +59.2% | +89.0% | +90.2% |
| 10Y | +293.2% | +308.6% | -15.4% | +90.4% |
| All | +293.2% | +308.0% | -14.8% | +90.4% |
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