+222.9%
EWY vs TRU
-1.3%
+224.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.1% |
| 7D | -0.1% | -2.7% | +2.6% | +0.2% |
| 30D | +7.3% | -2.0% | +9.4% | +7.4% |
| 3M | -5.1% | +18.4% | -23.6% | -8.5% |
| 6M | +42.1% | +8.9% | +33.2% | +38.6% |
| YTD | +94.1% | -8.9% | +103.1% | +94.9% |
| 1Y | +147.8% | -15.9% | +163.7% | +152.5% |
| 3Y | +222.9% | -1.1% | +224.0% | +218.4% |
| All | +222.9% | -1.3% | +224.2% | +218.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling