+1,611.9%
BE vs TRU
-2.2%
+1,614.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +9.7% | -9.4% | +19.1% | +11.5% |
| 30D | +22.4% | -4.1% | +26.5% | +22.9% |
| 3M | +10.4% | +13.6% | -3.2% | +4.3% |
| 6M | +67.9% | +3.6% | +64.3% | +62.0% |
| YTD | +197.5% | -9.8% | +207.3% | +197.1% |
| 1Y | +310.6% | -13.6% | +324.2% | +315.5% |
| All | +1,611.9% | -2.2% | +1,614.1% | +1,508.2% |
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 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