+50.3%
EWZ vs EXPE
+119.8%
-69.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.4% | -13.3% | +14.7% | +4.6% |
| 30D | -25.1% | -5.5% | -19.6% | -24.6% |
| 3M | -7.7% | -16.5% | +8.7% | -4.6% |
| 6M | -15.8% | +13.1% | -28.9% | -20.2% |
| YTD | +3.6% | -8.0% | +11.6% | +1.9% |
| 1Y | +5.5% | +1.1% | +4.4% | +0.6% |
| 3Y | +22.1% | +131.2% | -109.0% | -14.3% |
| 5Y | +58.3% | +39.8% | +18.6% | +24.0% |
| 10Y | +50.3% | +118.5% | -68.2% | -27.0% |
| All | +50.3% | +119.8% | -69.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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