+1,236.8%
EWY vs EXPD
+2,156.9%
-920.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.2% |
| 7D | +4.8% | -1.1% | +5.9% | +5.4% |
| 30D | +11.7% | +4.1% | +7.6% | +9.8% |
| 3M | -7.4% | +17.9% | -25.3% | -14.3% |
| 6M | +40.6% | +29.2% | +11.3% | +24.1% |
| YTD | +94.3% | +27.4% | +66.9% | +70.9% |
| 1Y | +164.3% | +56.8% | +107.4% | +108.8% |
| 3Y | +221.0% | +68.0% | +152.9% | +140.2% |
| 5Y | +139.1% | +61.9% | +77.3% | +77.3% |
| 10Y | +298.8% | +316.0% | -17.2% | +82.3% |
| All | +1,236.8% | +2,156.9% | -920.1% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling