+81.1%
EWZ vs EXPD
+315.7%
-234.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +6.5% | -1.1% | +7.6% | +6.9% |
| 30D | +4.8% | +4.1% | +0.8% | +3.2% |
| 3M | +9.9% | +17.9% | -8.0% | +2.7% |
| 6M | +1.9% | +29.2% | -27.3% | -8.6% |
| YTD | +20.3% | +27.4% | -7.1% | +7.4% |
| 1Y | +35.6% | +56.8% | -21.2% | +9.9% |
| 3Y | +43.4% | +68.0% | -24.6% | +9.7% |
| 5Y | +55.9% | +61.9% | -5.9% | +17.6% |
| All | +81.1% | +315.7% | -234.6% | -10.9% |
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