+432.5%
EWZ vs EXPD
+1,860.8%
-1,428.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +6.5% | -1.1% | +7.6% | +7.0% |
| 30D | +4.8% | +4.1% | +0.8% | +2.8% |
| 3M | +9.9% | +17.9% | -8.0% | +1.3% |
| 6M | +1.9% | +29.2% | -27.3% | -10.7% |
| YTD | +20.3% | +27.4% | -7.1% | +5.0% |
| 1Y | +35.6% | +56.8% | -21.2% | +6.2% |
| 3Y | +43.4% | +68.0% | -24.6% | +5.8% |
| 5Y | +55.9% | +61.9% | -5.9% | +12.9% |
| 10Y | +84.2% | +316.0% | -231.9% | -18.1% |
| All | +432.5% | +1,860.8% | -1,428.2% | +31.0% |
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