+66.5%
EWZ vs TRU
+183.1%
-116.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.8% | 0.0% | +0.7% | +0.8% |
| 30D | -24.4% | +21.3% | -45.7% | -28.8% |
| 3M | -4.6% | +0.2% | -4.8% | -5.3% |
| 6M | -11.6% | +22.4% | -33.9% | -18.3% |
| YTD | +2.4% | -4.8% | +7.2% | +1.0% |
| 1Y | +2.1% | -0.2% | +2.3% | -1.1% |
| 3Y | +18.7% | +57.9% | -39.2% | -8.5% |
| 5Y | +54.2% | -26.1% | +80.3% | +58.6% |
| All | +66.5% | +183.1% | -116.6% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling