+62.4%
EWY vs USB
+36.4%
+26.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | -8.3% | +2.4% | -10.7% | -8.4% |
| 30D | -20.5% | +6.6% | -27.1% | -20.9% |
| 3M | -11.1% | -4.1% | -7.0% | -10.5% |
| 6M | -7.0% | +12.5% | -19.5% | -9.2% |
| YTD | +56.5% | +17.6% | +38.8% | +46.3% |
| 1Y | +62.4% | +36.5% | +25.9% | +45.8% |
| All | +62.4% | +36.4% | +26.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling