+164.3%
EWY vs EXPE
+40.7%
+123.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.5% |
| 7D | +4.8% | -9.5% | +14.3% | +4.2% |
| 30D | +11.7% | -6.6% | +18.3% | +11.3% |
| 3M | -7.4% | +31.4% | -38.8% | -7.2% |
| 6M | +40.6% | +35.2% | +5.4% | +40.4% |
| YTD | +94.3% | +5.8% | +88.5% | +91.5% |
| 1Y | +164.3% | +38.7% | +125.6% | +164.8% |
| All | +164.3% | +40.7% | +123.6% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling