+92.6%
EWZ vs TRU
+146.7%
-54.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.1% | -6.5% | +6.4% | +1.9% |
| 30D | +8.2% | -2.5% | +10.7% | +8.7% |
| 3M | +13.3% | +10.4% | +2.9% | +8.7% |
| 6M | +3.6% | +1.6% | +1.9% | +1.5% |
| YTD | +21.0% | -9.7% | +30.7% | +21.9% |
| 1Y | +34.7% | -17.3% | +51.9% | +38.8% |
| 3Y | +48.3% | -1.8% | +50.1% | +35.4% |
| 5Y | +60.1% | -36.2% | +96.3% | +76.8% |
| 10Y | +92.6% | +143.2% | -50.7% | +16.2% |
| All | +92.6% | +146.7% | -54.1% | +16.2% |
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