+156.4%
EXPE vs EWJ
+139.2%
+17.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +2.2% |
| 7D | -8.7% | -1.5% | -7.2% | -7.2% |
| 30D | -13.6% | +0.2% | -13.8% | -14.0% |
| 3M | +26.6% | +8.6% | +18.1% | +14.4% |
| 6M | +19.9% | +12.1% | +7.8% | +3.4% |
| YTD | -1.7% | +20.1% | -21.8% | -22.8% |
| 1Y | +29.4% | +25.2% | +4.3% | -2.9% |
| 3Y | +155.7% | +70.8% | +84.9% | +28.3% |
| 5Y | +93.1% | +49.2% | +43.9% | +15.0% |
| All | +156.4% | +139.2% | +17.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling