+164.3%
EWY vs TRU
-7.3%
+171.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.9% | +10.5% | +3.8% |
| 7D | +4.8% | -6.8% | +11.6% | +3.9% |
| 30D | +11.7% | 0.0% | +11.6% | +11.7% |
| 3M | -7.4% | +13.3% | -20.7% | -6.3% |
| 6M | +40.6% | +3.4% | +37.1% | +41.4% |
| YTD | +94.3% | -6.4% | +100.7% | +94.7% |
| 1Y | +164.3% | -9.7% | +174.0% | +163.0% |
| All | +164.3% | -7.3% | +171.6% | +163.0% |
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