+55.0%
EWZ vs EXPE
+111.8%
-56.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +6.5% | -9.5% | +16.0% | +7.8% |
| 30D | +4.8% | -6.6% | +11.5% | +5.6% |
| 3M | +9.9% | +31.4% | -21.5% | +5.4% |
| 6M | +1.9% | +35.2% | -33.2% | -3.1% |
| YTD | +20.3% | +5.8% | +14.5% | +17.9% |
| 1Y | +35.6% | +38.7% | -3.1% | +26.7% |
| 3Y | +43.4% | +175.8% | -132.3% | +15.2% |
| All | +55.0% | +111.8% | -56.8% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling