+303.5%
EWY vs USFR
+28.1%
+275.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | +0.4% | +6.9% | +7.2% |
| 3M | -5.1% | +1.0% | -6.2% | -5.3% |
| 6M | +42.1% | +2.0% | +40.1% | +41.2% |
| YTD | +94.1% | +2.8% | +91.4% | +92.3% |
| 1Y | +147.8% | +4.1% | +143.7% | +144.3% |
| 3Y | +222.9% | +14.1% | +208.8% | +206.5% |
| 5Y | +150.6% | +20.6% | +130.0% | +132.3% |
| All | +303.5% | +28.1% | +275.4% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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