+203.4%
EWY vs USAR
+68.6%
+134.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | +6.7% | -4.4% | +11.1% | +7.0% |
| 30D | +17.0% | -10.4% | +27.4% | +17.8% |
| 3M | +3.7% | -18.4% | +22.0% | +4.8% |
| 6M | +42.5% | -8.8% | +51.3% | +43.9% |
| YTD | +96.2% | +43.4% | +52.9% | +97.4% |
| 1Y | +160.4% | +21.0% | +139.4% | +161.5% |
| 3Y | +231.7% | +67.7% | +163.9% | +226.7% |
| All | +203.4% | +68.6% | +134.9% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling