+164.3%
EWY vs USB
+35.1%
+129.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +4.8% | +1.4% | +3.4% | +4.7% |
| 30D | +11.7% | -1.3% | +13.0% | +11.7% |
| 3M | -7.4% | +15.2% | -22.6% | -9.6% |
| 6M | +40.6% | +18.8% | +21.7% | +35.0% |
| YTD | +94.3% | +21.0% | +73.3% | +85.7% |
| 1Y | +164.3% | +34.0% | +130.3% | +147.0% |
| All | +164.3% | +35.1% | +129.1% | +147.0% |
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