+362.5%
EAT vs TRU
-25.2%
+387.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.1% |
| 7D | -7.1% | -2.2% | -4.9% | -6.3% |
| 30D | -2.3% | +20.2% | -22.5% | -9.9% |
| 3M | -19.6% | +2.2% | -21.9% | -21.2% |
| 6M | +46.0% | +17.6% | +28.4% | +33.1% |
| YTD | +37.7% | -5.0% | +42.6% | +35.2% |
| 1Y | +73.8% | -1.0% | +74.7% | +67.2% |
| 3Y | +482.1% | +56.5% | +425.6% | +311.7% |
| 5Y | +362.5% | -26.2% | +388.7% | +401.8% |
| All | +362.5% | -25.2% | +387.7% | +401.8% |
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