+353.6%
EWZ vs EXPD
+1,953.1%
-1,599.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +3.1% |
| 7D | -4.1% | +0.3% | -4.3% | -4.3% |
| 30D | -25.0% | +1.8% | -26.8% | -25.7% |
| 3M | -10.6% | +8.9% | -19.6% | -14.4% |
| 6M | -16.6% | +42.2% | -58.8% | -30.0% |
| YTD | +2.5% | +33.4% | -30.9% | -12.7% |
| 1Y | +8.1% | +47.2% | -39.1% | -12.3% |
| 3Y | +20.4% | +81.3% | -60.9% | -14.5% |
| 5Y | +62.7% | +60.2% | +2.5% | +18.7% |
| 10Y | +52.6% | +339.5% | -286.9% | -34.1% |
| All | +353.6% | +1,953.1% | -1,599.5% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling