+200.2%
EWY vs USAR
+53.8%
+146.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +3.5% |
| 7D | -0.1% | -11.6% | +11.6% | +0.8% |
| 30D | +7.3% | -15.5% | +22.8% | +8.6% |
| 3M | -5.1% | -31.0% | +25.9% | -3.0% |
| 6M | +42.1% | -26.2% | +68.3% | +44.8% |
| YTD | +94.1% | +30.8% | +63.4% | +96.6% |
| 1Y | +147.8% | +7.1% | +140.7% | +150.7% |
| 3Y | +222.9% | +53.0% | +169.9% | +220.3% |
| All | +200.2% | +53.8% | +146.4% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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