+310.5%
EWY vs USFR
+27.6%
+282.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +8.0% | +0.1% | +8.0% | +8.0% |
| 30D | +14.3% | +0.3% | +14.0% | +14.3% |
| 3M | +2.3% | +1.0% | +1.3% | +2.2% |
| 6M | +49.9% | +1.9% | +47.9% | +49.5% |
| YTD | +95.3% | +2.7% | +92.7% | +94.7% |
| 1Y | +161.7% | +4.0% | +157.7% | +160.5% |
| 3Y | +230.2% | +14.0% | +216.1% | +224.8% |
| 5Y | +148.1% | +20.4% | +127.7% | +142.5% |
| 10Y | +293.2% | +28.1% | +265.1% | +282.2% |
| All | +310.5% | +27.6% | +282.9% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling