+190.8%
EWZ vs EXPE
+769.8%
-579.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.7% | +12.2% | +2.6% |
| 7D | -4.2% | -3.6% | -0.5% | -3.7% |
| 30D | -26.1% | +4.8% | -30.9% | -27.8% |
| 3M | -12.0% | -14.6% | +2.6% | -9.1% |
| 6M | -19.3% | +10.0% | -29.2% | -23.6% |
| YTD | +0.9% | -3.3% | +4.2% | -2.8% |
| 1Y | +3.4% | +28.4% | -25.0% | -9.9% |
| 3Y | +18.6% | +145.1% | -126.5% | -21.3% |
| 5Y | +56.6% | +51.6% | +4.9% | +13.8% |
| 10Y | +50.3% | +128.8% | -78.6% | -15.8% |
| All | +190.8% | +769.8% | -579.1% | -38.6% |
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