+19.0%
EWZ vs EXPE
+131.0%
-112.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.0% |
| 7D | -1.5% | -9.3% | +7.9% | -0.9% |
| 30D | -24.5% | +0.1% | -24.7% | -24.6% |
| 3M | -10.7% | -15.3% | +4.6% | -9.9% |
| 6M | -19.1% | +5.5% | -24.6% | -20.0% |
| YTD | +1.6% | -8.0% | +9.6% | +1.3% |
| 1Y | +4.3% | +18.9% | -14.6% | +0.6% |
| 3Y | +19.0% | +135.5% | -116.6% | +0.4% |
| All | +19.0% | +131.0% | -112.0% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling