+1,236.8%
EWY vs USB
+520.6%
+716.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | +1.4% | +3.4% | +4.2% |
| 30D | +11.7% | -1.3% | +13.0% | +12.2% |
| 3M | -7.4% | +15.2% | -22.6% | -13.0% |
| 6M | +40.6% | +18.8% | +21.7% | +30.3% |
| YTD | +94.3% | +21.0% | +73.3% | +78.4% |
| 1Y | +164.3% | +34.0% | +130.3% | +132.2% |
| 3Y | +221.0% | +95.3% | +125.7% | +135.7% |
| 5Y | +139.1% | +40.4% | +98.8% | +94.1% |
| 10Y | +298.8% | +107.3% | +191.5% | +157.7% |
| All | +1,236.8% | +520.6% | +716.2% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling