+58.6%
EWY vs USB
+32.1%
+26.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -13.1% | +5.7% | -18.8% | -13.5% |
| 3M | -11.6% | -4.7% | -6.9% | -10.9% |
| 6M | -23.4% | +13.4% | -36.8% | -25.7% |
| YTD | +52.0% | +17.0% | +35.0% | +42.3% |
| 1Y | +58.6% | +32.4% | +26.2% | +43.9% |
| All | +58.6% | +32.1% | +26.5% | +43.9% |
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