+148.7%
EWY vs USFR
+20.6%
+128.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.4% |
| 7D | -0.1% | +0.1% | -0.2% | +0.2% |
| 30D | +7.3% | +0.4% | +6.9% | +8.0% |
| 3M | -5.1% | +1.0% | -6.2% | -3.3% |
| 6M | +42.1% | +2.0% | +40.1% | +45.5% |
| YTD | +94.1% | +2.8% | +91.4% | +99.2% |
| 1Y | +147.8% | +4.1% | +143.7% | +155.4% |
| 3Y | +222.9% | +14.1% | +208.8% | +236.1% |
| All | +148.7% | +20.6% | +128.2% | +177.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling