+19.0%
EWZ vs EXPD
+68.8%
-49.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.0% |
| 7D | -1.5% | -7.2% | +5.7% | -0.7% |
| 30D | -24.5% | -3.3% | -21.3% | -24.3% |
| 3M | -10.7% | +3.4% | -14.1% | -11.2% |
| 6M | -19.1% | +22.7% | -41.8% | -21.4% |
| YTD | +1.6% | +24.5% | -22.9% | -2.0% |
| 1Y | +4.3% | +38.6% | -34.4% | -1.5% |
| 3Y | +19.0% | +71.5% | -52.5% | +4.7% |
| All | +19.0% | +68.8% | -49.9% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling