+62.4%
EWY vs TRU
+2.1%
+60.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -1.0% |
| 7D | -8.3% | +10.5% | -18.8% | -6.5% |
| 30D | -20.5% | +28.7% | -49.2% | -17.0% |
| 3M | -11.1% | +0.7% | -11.8% | -10.7% |
| 6M | -7.0% | +19.3% | -26.3% | -5.1% |
| YTD | +56.5% | -3.7% | +60.2% | +57.1% |
| 1Y | +62.4% | +3.4% | +59.0% | +63.3% |
| All | +62.4% | +2.1% | +60.3% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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