+297.7%
EAT vs TRU
+243.6%
+54.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -2.9% | +21.3% | -24.2% | -13.2% |
| 3M | -16.9% | +0.2% | -17.1% | -18.3% |
| 6M | +57.0% | +22.4% | +34.6% | +35.6% |
| YTD | +38.2% | -4.8% | +43.0% | +33.8% |
| 1Y | +69.3% | -0.2% | +69.5% | +59.1% |
| 3Y | +483.0% | +57.9% | +425.1% | +278.4% |
| 5Y | +364.1% | -26.1% | +390.3% | +375.0% |
| 10Y | +320.8% | +184.8% | +136.0% | +185.4% |
| All | +297.7% | +243.6% | +54.1% | +161.5% |
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