+303.5%
EWY vs EXPE
+169.0%
+134.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +3.0% |
| 7D | -0.1% | -5.8% | +5.7% | +1.1% |
| 30D | +7.3% | -13.6% | +20.9% | +10.3% |
| 3M | -5.1% | +25.2% | -30.3% | -10.8% |
| 6M | +42.1% | +22.3% | +19.7% | +33.8% |
| YTD | +94.1% | -0.3% | +94.4% | +88.9% |
| 1Y | +147.8% | +27.8% | +120.0% | +125.2% |
| 3Y | +222.9% | +162.4% | +60.5% | +134.6% |
| 5Y | +150.6% | +95.8% | +54.8% | +86.8% |
| All | +303.5% | +169.0% | +134.5% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling