+97.9%
EWZ vs TRU
+238.0%
-140.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +1.2% |
| 7D | +6.5% | -6.8% | +13.3% | +8.8% |
| 30D | +4.8% | 0.0% | +4.8% | +4.6% |
| 3M | +9.9% | +13.3% | -3.4% | +4.4% |
| 6M | +1.9% | +3.4% | -1.5% | -0.7% |
| YTD | +20.3% | -6.4% | +26.7% | +19.9% |
| 1Y | +35.6% | -9.7% | +45.3% | +35.8% |
| 3Y | +43.4% | +0.1% | +43.3% | +29.9% |
| 5Y | +55.9% | -34.0% | +90.0% | +68.0% |
| 10Y | +84.2% | +147.9% | -63.7% | +5.5% |
| All | +97.9% | +238.0% | -140.1% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling