+153.3%
EWY vs EXPE
+89.3%
+64.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +6.7% | -11.5% | +18.2% | +8.6% |
| 30D | +17.0% | -13.1% | +30.0% | +19.2% |
| 3M | +3.7% | +18.1% | -14.5% | -0.3% |
| 6M | +42.5% | +13.3% | +29.2% | +37.5% |
| YTD | +96.2% | -3.2% | +99.5% | +93.1% |
| 1Y | +160.4% | +26.1% | +134.2% | +140.8% |
| 3Y | +231.7% | +151.7% | +80.0% | +152.3% |
| 5Y | +153.3% | +88.3% | +64.9% | +95.9% |
| All | +153.3% | +89.3% | +64.0% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling