+196.8%
EWY vs USB
+92.8%
+103.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -10.4% | 0.0% | -10.4% | -10.3% |
| 30D | -25.4% | +5.8% | -31.3% | -26.9% |
| 3M | -16.5% | -6.0% | -10.6% | -14.9% |
| 6M | -24.7% | +7.8% | -32.5% | -27.3% |
| YTD | +40.9% | +14.6% | +26.3% | +33.1% |
| 1Y | +49.8% | +31.8% | +18.0% | +34.6% |
| 3Y | +134.8% | +91.5% | +43.3% | +80.6% |
| 5Y | +91.4% | +22.0% | +69.4% | +69.9% |
| All | +196.8% | +92.8% | +103.9% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling