+50.3%
EWZ vs EXPD
+334.2%
-283.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.0% |
| 7D | +1.4% | -5.5% | +6.9% | +3.4% |
| 30D | -25.1% | -1.9% | -23.2% | -24.7% |
| 3M | -7.7% | +6.1% | -13.8% | -10.1% |
| 6M | -15.8% | +21.6% | -37.5% | -22.5% |
| YTD | +3.6% | +27.9% | -24.3% | -7.8% |
| 1Y | +5.5% | +39.4% | -33.9% | -9.6% |
| 3Y | +22.1% | +72.7% | -50.5% | -7.8% |
| 5Y | +58.3% | +60.3% | -2.0% | +20.9% |
| 10Y | +50.3% | +332.6% | -282.3% | -17.0% |
| All | +50.3% | +334.2% | -283.9% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling