+70.5%
EWZ vs TRU
+251.7%
-181.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.2% |
| 7D | +1.4% | +4.9% | -3.5% | -0.1% |
| 30D | -25.1% | +26.9% | -52.0% | -30.8% |
| 3M | -7.7% | +4.0% | -11.7% | -9.6% |
| 6M | -15.8% | +15.8% | -31.7% | -21.1% |
| YTD | +3.6% | -2.6% | +6.2% | +1.4% |
| 1Y | +5.5% | +3.9% | +1.6% | +0.7% |
| 3Y | +22.1% | +59.2% | -37.1% | -7.0% |
| 5Y | +58.3% | -25.7% | +84.0% | +60.7% |
| 10Y | +50.3% | +179.3% | -129.0% | -18.5% |
| All | +70.5% | +251.7% | -181.2% | -14.3% |
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