+320.8%
EWY vs TRU
+226.0%
+94.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | +6.7% | -6.5% | +13.1% | +8.5% |
| 30D | +17.0% | -2.5% | +19.5% | +17.5% |
| 3M | +3.7% | +10.4% | -6.7% | -1.0% |
| 6M | +42.5% | +1.6% | +40.8% | +38.9% |
| YTD | +96.2% | -9.7% | +105.9% | +96.4% |
| 1Y | +160.4% | -17.3% | +177.6% | +166.0% |
| 3Y | +231.7% | -1.8% | +233.5% | +204.9% |
| 5Y | +153.3% | -36.2% | +189.5% | +166.7% |
| 10Y | +308.8% | +143.2% | +165.6% | +171.7% |
| All | +320.8% | +226.0% | +94.8% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling