+905.8%
EWY vs EXPD
+2,166.3%
-1,260.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.5% |
| 7D | -6.3% | -5.5% | -0.8% | -3.6% |
| 30D | -19.8% | -1.9% | -17.9% | -19.0% |
| 3M | -14.4% | +6.1% | -20.5% | -16.6% |
| 6M | -25.3% | +21.6% | -46.9% | -31.8% |
| YTD | +46.2% | +27.9% | +18.3% | +28.4% |
| 1Y | +58.3% | +39.4% | +18.9% | +33.4% |
| 3Y | +155.0% | +72.7% | +82.3% | +88.8% |
| 5Y | +99.5% | +60.3% | +39.2% | +49.3% |
| 10Y | +219.4% | +332.6% | -113.2% | +43.4% |
| All | +905.8% | +2,166.3% | -1,260.5% | +113.0% |
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