+56.0%
EWZ vs EXPD
+60.8%
-4.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +1.3% | -7.4% | +8.7% | +2.8% |
| 30D | -26.2% | -2.1% | -24.1% | -25.9% |
| 3M | -8.6% | +5.7% | -14.3% | -9.8% |
| 6M | -17.0% | +21.4% | -38.4% | -20.6% |
| YTD | +2.2% | +27.6% | -25.5% | -4.0% |
| 1Y | +2.7% | +36.1% | -33.5% | -5.1% |
| 3Y | +18.2% | +69.9% | -51.7% | +1.1% |
| 5Y | +56.0% | +59.7% | -3.7% | +32.0% |
| All | +56.0% | +60.8% | -4.8% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling