+230.2%
EWY vs EXPE
+162.6%
+67.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.9% | +8.4% | +1.2% |
| 7D | +8.0% | -9.8% | +17.8% | +8.9% |
| 30D | +14.3% | -11.5% | +25.8% | +15.3% |
| 3M | +2.3% | +21.7% | -19.4% | -0.6% |
| 6M | +49.9% | +10.4% | +39.5% | +46.5% |
| YTD | +95.3% | -2.5% | +97.9% | +93.0% |
| 1Y | +161.7% | +27.3% | +134.4% | +147.0% |
| 3Y | +230.2% | +153.5% | +76.7% | +170.0% |
| All | +230.2% | +162.6% | +67.5% | +170.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling