+518.1%
BE vs TRU
-25.4%
+543.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.1% | +13.0% | +13.0% |
| 7D | +4.5% | 0.0% | +4.6% | +4.5% |
| 30D | -20.1% | +24.3% | -44.4% | -28.2% |
| 3M | -0.8% | +2.3% | -3.1% | -3.9% |
| 6M | -26.2% | +17.7% | -43.9% | -35.8% |
| YTD | +141.1% | -3.8% | +144.9% | +125.6% |
| 1Y | +64.8% | -0.3% | +65.2% | +50.8% |
| 3Y | +1,887.4% | +58.4% | +1,829.0% | +1,036.3% |
| 5Y | +518.1% | -24.0% | +542.1% | +553.7% |
| All | +518.1% | -25.4% | +543.5% | +553.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling