+308.8%
EWY vs USFD
+306.5%
+2.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +1.8% |
| 7D | +6.7% | -7.0% | +13.7% | +8.5% |
| 30D | +17.0% | -10.3% | +27.2% | +20.0% |
| 3M | +3.7% | +9.2% | -5.5% | +0.7% |
| 6M | +42.5% | +7.4% | +35.1% | +38.7% |
| YTD | +96.2% | +29.4% | +66.9% | +81.7% |
| 1Y | +160.4% | +24.8% | +135.5% | +142.6% |
| 3Y | +231.7% | +150.0% | +81.7% | +156.7% |
| 5Y | +153.3% | +195.5% | -42.2% | +84.8% |
| 10Y | +308.8% | +315.7% | -6.9% | +151.1% |
| All | +308.8% | +306.5% | +2.3% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling