+726.6%
EXPE vs EWJ
+214.8%
+511.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | -0.5% | +4.0% | -4.5% | -3.9% |
| 30D | -6.1% | -4.3% | -1.8% | -2.1% |
| 3M | -21.3% | -6.8% | -14.5% | -16.3% |
| 6M | +19.0% | -0.9% | +19.9% | +18.7% |
| YTD | -8.4% | +14.3% | -22.7% | -20.9% |
| 1Y | -2.8% | +15.3% | -18.1% | -16.6% |
| 3Y | +120.8% | +65.6% | +55.1% | +35.2% |
| 5Y | +46.2% | +47.5% | -1.3% | +1.0% |
| 10Y | +123.8% | +126.2% | -2.4% | +11.3% |
| All | +726.6% | +214.8% | +511.8% | +268.2% |
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