+1,227.8%
BE vs TRU
-36.4%
+1,264.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | +23.9% | -6.5% | +30.4% | +27.3% |
| 30D | +27.8% | -2.5% | +30.3% | +28.3% |
| 3M | +3.7% | +10.4% | -6.6% | -5.7% |
| 6M | +78.0% | +1.6% | +76.3% | +66.5% |
| YTD | +209.9% | -9.7% | +219.6% | +202.1% |
| 1Y | +389.6% | -17.3% | +406.9% | +398.0% |
| 3Y | +1,730.6% | -1.8% | +1,732.4% | +1,406.7% |
| 5Y | +1,227.8% | -36.2% | +1,264.0% | +1,746.3% |
| All | +1,227.8% | -36.4% | +1,264.2% | +1,746.3% |
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 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