+312.6%
EAT vs TRU
-36.4%
+349.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.9% |
| 7D | -6.8% | -6.5% | -0.3% | -4.4% |
| 30D | -5.4% | -2.5% | -2.9% | -4.8% |
| 3M | +42.8% | +10.4% | +32.4% | +34.9% |
| 6M | +56.5% | +1.6% | +54.9% | +52.1% |
| YTD | +50.0% | -9.7% | +59.7% | +51.5% |
| 1Y | +38.3% | -17.3% | +55.5% | +44.3% |
| 3Y | +591.6% | -1.8% | +593.5% | +535.4% |
| 5Y | +312.6% | -36.2% | +348.9% | +437.3% |
| All | +312.6% | -36.4% | +349.1% | +437.3% |
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