+91.0%
EWY vs EXPD
+55.6%
+35.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.3% | +4.8% |
| 7D | -10.4% | -7.2% | -3.2% | -8.1% |
| 30D | -25.4% | -3.3% | -22.1% | -24.5% |
| 3M | -16.5% | +3.4% | -19.9% | -17.2% |
| 6M | -24.7% | +22.7% | -47.4% | -29.2% |
| YTD | +40.9% | +24.5% | +16.4% | +30.4% |
| 1Y | +49.8% | +38.6% | +11.2% | +33.5% |
| 3Y | +134.8% | +71.5% | +63.3% | +88.9% |
| All | +91.0% | +55.6% | +35.4% | +52.3% |
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 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