+8.1%
EWZ vs TRU
+2.1%
+6.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -2.9% | +1.5% |
| 7D | -4.1% | +10.5% | -14.6% | -4.4% |
| 30D | -25.0% | +28.7% | -53.7% | -25.3% |
| 3M | -10.6% | +0.7% | -11.3% | -10.6% |
| 6M | -16.6% | +19.3% | -35.9% | -17.3% |
| YTD | +2.5% | -3.7% | +6.2% | +1.1% |
| 1Y | +8.1% | +3.4% | +4.7% | +5.3% |
| All | +8.1% | +2.1% | +6.0% | +5.3% |
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