+99.5%
EWY vs USB
+26.3%
+73.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.0% |
| 7D | -6.3% | +0.8% | -7.0% | -6.4% |
| 30D | -19.8% | +6.8% | -26.6% | -21.3% |
| 3M | -14.4% | -3.8% | -10.7% | -13.6% |
| 6M | -25.3% | +11.7% | -37.0% | -28.1% |
| YTD | +46.2% | +17.5% | +28.7% | +38.4% |
| 1Y | +58.3% | +33.8% | +24.5% | +44.2% |
| 3Y | +155.0% | +104.2% | +50.7% | +101.4% |
| 5Y | +99.5% | +26.4% | +73.1% | +82.6% |
| All | +99.5% | +26.3% | +73.1% | +82.6% |
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