+855.0%
EXPE vs EWJ
+237.1%
+617.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -9.5% | +2.5% | -12.0% | -11.5% |
| 30D | -6.6% | +3.3% | -9.9% | -9.4% |
| 3M | +31.4% | +5.0% | +26.4% | +24.4% |
| 6M | +35.2% | +11.5% | +23.6% | +19.9% |
| YTD | +5.8% | +22.4% | -16.6% | -14.1% |
| 1Y | +38.7% | +30.2% | +8.5% | +6.6% |
| 3Y | +175.8% | +72.8% | +103.0% | +62.6% |
| 5Y | +111.8% | +54.1% | +57.7% | +40.2% |
| 10Y | +179.7% | +140.6% | +39.1% | +31.4% |
| All | +855.0% | +237.1% | +617.9% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling