+161.7%
EWY vs USFD
+32.2%
+129.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.5% |
| 7D | +8.0% | -3.3% | +11.4% | +8.0% |
| 30D | +14.3% | -5.3% | +19.7% | +14.2% |
| 3M | +2.3% | +18.8% | -16.5% | +0.5% |
| 6M | +49.9% | +14.3% | +35.6% | +48.4% |
| YTD | +95.3% | +36.9% | +58.5% | +93.2% |
| 1Y | +161.7% | +31.7% | +130.0% | +152.1% |
| All | +161.7% | +32.2% | +129.6% | +152.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling