+192.8%
EWZ vs EXPE
+727.6%
-534.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +2.2% |
| 7D | -1.5% | -9.3% | +7.9% | +0.8% |
| 30D | -24.5% | +0.1% | -24.7% | -25.2% |
| 3M | -10.7% | -15.3% | +4.6% | -7.5% |
| 6M | -19.1% | +5.5% | -24.6% | -22.5% |
| YTD | +1.6% | -8.0% | +9.6% | -0.7% |
| 1Y | +4.3% | +18.9% | -14.6% | -6.9% |
| 3Y | +19.0% | +135.5% | -116.6% | -20.2% |
| 5Y | +57.7% | +44.3% | +13.4% | +16.3% |
| 10Y | +51.3% | +117.7% | -66.4% | -14.0% |
| All | +192.8% | +727.6% | -534.8% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling