+148.7%
EWY vs TRU
-35.6%
+184.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.1% |
| 7D | -0.1% | -2.7% | +2.6% | +0.4% |
| 30D | +7.3% | -2.0% | +9.4% | +7.5% |
| 3M | -5.1% | +18.4% | -23.6% | -9.7% |
| 6M | +42.1% | +8.9% | +33.2% | +37.3% |
| YTD | +94.1% | -8.9% | +103.1% | +94.5% |
| 1Y | +147.8% | -15.9% | +163.7% | +152.4% |
| 3Y | +222.9% | -1.1% | +224.0% | +205.3% |
| All | +148.7% | -35.6% | +184.3% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling