+134.8%
EWY vs EXPD
+68.8%
+66.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.3% | +4.7% |
| 7D | -10.4% | -7.2% | -3.2% | -8.5% |
| 30D | -25.4% | -3.3% | -22.1% | -24.6% |
| 3M | -16.5% | +3.4% | -19.9% | -16.9% |
| 6M | -24.7% | +22.7% | -47.4% | -27.8% |
| YTD | +40.9% | +24.5% | +16.4% | +33.4% |
| 1Y | +49.8% | +38.6% | +11.2% | +38.0% |
| 3Y | +134.8% | +71.5% | +63.3% | +97.9% |
| All | +134.8% | +68.8% | +66.0% | +97.9% |
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