+235.5%
EWY vs USFD
+359.1%
-123.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.3% |
| 7D | +10.4% | +1.3% | +9.1% | +10.1% |
| 30D | -12.7% | +10.6% | -23.3% | -15.0% |
| 3M | -17.3% | -2.4% | -14.9% | -17.1% |
| 6M | -18.6% | +28.9% | -47.5% | -24.3% |
| YTD | +49.5% | +43.7% | +5.8% | +34.7% |
| 1Y | +55.0% | +48.5% | +6.5% | +38.3% |
| 3Y | +159.0% | +154.7% | +4.3% | +99.6% |
| 5Y | +102.5% | +218.4% | -115.9% | +45.4% |
| All | +235.5% | +359.1% | -123.5% | +111.5% |
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