+91.4%
EXPE vs EWJ
+50.5%
+40.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | -0.4% |
| 7D | -5.8% | +0.3% | -6.1% | -6.0% |
| 30D | -13.6% | +0.8% | -14.4% | -14.3% |
| 3M | +25.2% | +7.5% | +17.7% | +16.2% |
| 6M | +22.3% | +15.6% | +6.8% | +5.0% |
| YTD | -0.3% | +22.7% | -23.0% | -20.7% |
| 1Y | +27.8% | +26.4% | +1.4% | -1.4% |
| 3Y | +162.4% | +72.5% | +89.9% | +37.7% |
| All | +91.4% | +50.5% | +40.8% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling