+243.7%
EWY vs USFD
+353.4%
-109.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.0% |
| 7D | -6.3% | +3.9% | -10.2% | -7.2% |
| 30D | -19.8% | +12.8% | -32.7% | -22.3% |
| 3M | -14.4% | +1.0% | -15.4% | -14.9% |
| 6M | -25.3% | +30.3% | -55.5% | -30.7% |
| YTD | +46.2% | +46.0% | +0.2% | +31.2% |
| 1Y | +58.3% | +49.6% | +8.7% | +40.9% |
| 3Y | +155.0% | +166.3% | -11.3% | +94.4% |
| 5Y | +99.5% | +208.4% | -108.9% | +44.2% |
| 10Y | +219.4% | +371.2% | -151.8% | +95.9% |
| All | +243.7% | +353.4% | -109.7% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling