+44.7%
EWZ vs EXPE
+176.2%
-131.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +6.5% | -9.5% | +16.0% | +7.3% |
| 30D | +4.8% | -6.6% | +11.5% | +5.3% |
| 3M | +9.9% | +31.4% | -21.5% | +7.0% |
| 6M | +1.9% | +35.2% | -33.2% | -1.4% |
| YTD | +20.3% | +5.8% | +14.5% | +18.9% |
| 1Y | +35.6% | +38.7% | -3.1% | +29.2% |
| All | +44.7% | +176.2% | -131.5% | +28.1% |
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