+34.7%
EWZ vs TRU
-16.5%
+51.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -0.1% | -6.5% | +6.4% | +0.2% |
| 30D | +8.2% | -2.5% | +10.7% | +8.2% |
| 3M | +13.3% | +10.4% | +2.9% | +12.2% |
| 6M | +3.6% | +1.6% | +1.9% | +2.6% |
| YTD | +21.0% | -9.7% | +30.7% | +20.7% |
| 1Y | +34.7% | -17.3% | +51.9% | +34.8% |
| All | +34.7% | -16.5% | +51.2% | +34.8% |
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 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