+911.5%
BE vs TRU
+13.9%
+897.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -5.9% | +13.3% | +10.9% |
| 7D | +20.0% | -6.8% | +26.7% | +24.6% |
| 30D | +7.9% | 0.0% | +7.9% | +7.0% |
| 3M | -13.2% | +13.3% | -26.5% | -24.0% |
| 6M | +53.5% | +3.4% | +50.0% | +39.8% |
| YTD | +191.0% | -6.4% | +197.4% | +173.7% |
| 1Y | +360.5% | -9.7% | +370.2% | +334.9% |
| 3Y | +1,568.0% | +0.1% | +1,567.9% | +1,187.9% |
| 5Y | +1,055.2% | -34.0% | +1,089.2% | +1,212.3% |
| All | +911.5% | +13.9% | +897.6% | +514.6% |
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