+50.9%
EWZ vs EXPE
+39.0%
+11.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | +1.3% | -11.2% | +12.5% | +2.6% |
| 30D | -26.2% | -7.5% | -18.7% | -25.7% |
| 3M | -8.6% | -19.1% | +10.4% | -6.7% |
| 6M | -17.0% | +10.7% | -27.8% | -19.0% |
| YTD | +2.2% | -9.9% | +12.1% | +1.8% |
| 1Y | +2.7% | -4.6% | +7.3% | +1.2% |
| 3Y | +18.2% | +116.8% | -98.6% | -1.4% |
| All | +50.9% | +39.0% | +11.9% | +33.8% |
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