+831.8%
EWY vs USB
+490.6%
+341.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.1% | -11.4% | -12.6% |
| 7D | -18.6% | -1.5% | -17.2% | -18.1% |
| 30D | -29.4% | +4.3% | -33.7% | -30.6% |
| 3M | -22.2% | -6.1% | -16.1% | -20.4% |
| 6M | -24.1% | +9.4% | -33.5% | -27.5% |
| YTD | +35.4% | +15.2% | +20.2% | +26.6% |
| 1Y | +39.3% | +32.8% | +6.6% | +22.9% |
| 3Y | +137.0% | +91.3% | +45.7% | +76.0% |
| 5Y | +83.9% | +22.7% | +61.3% | +57.8% |
| 10Y | +192.4% | +97.0% | +95.4% | +92.4% |
| All | +831.8% | +490.6% | +341.2% | +253.2% |
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