+142.6%
EWY vs USB
+40.0%
+102.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | +1.4% | +3.4% | +4.4% |
| 30D | +11.7% | -1.3% | +13.0% | +12.0% |
| 3M | -7.4% | +15.2% | -22.6% | -11.4% |
| 6M | +40.6% | +18.8% | +21.7% | +33.0% |
| YTD | +94.3% | +21.0% | +73.3% | +82.6% |
| 1Y | +164.3% | +34.0% | +130.3% | +140.6% |
| 3Y | +221.0% | +95.3% | +125.7% | +156.5% |
| All | +142.6% | +40.0% | +102.6% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling