+50.4%
EWZ vs TRU
-1.9%
+52.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.3% |
| 7D | +5.6% | -7.2% | +12.8% | +6.6% |
| 30D | +9.3% | -2.8% | +12.1% | +9.5% |
| 3M | +15.7% | +13.0% | +2.7% | +13.1% |
| 6M | +7.4% | +0.7% | +6.8% | +6.6% |
| YTD | +22.7% | -9.0% | +31.7% | +23.2% |
| 1Y | +36.4% | -16.3% | +52.7% | +38.5% |
| 3Y | +50.4% | -1.1% | +51.5% | +60.6% |
| All | +50.4% | -1.9% | +52.3% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling