+105.0%
ED vs TRU
+144.8%
-39.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | -9.4% | +7.5% | -0.8% |
| 30D | +0.1% | -4.1% | +4.2% | +0.5% |
| 3M | 0.0% | +13.6% | -13.6% | -1.6% |
| 6M | -2.5% | +3.6% | -6.1% | -3.3% |
| YTD | +10.1% | -9.8% | +19.9% | +10.6% |
| 1Y | +13.6% | -13.6% | +27.2% | +14.5% |
| 3Y | +32.4% | -2.0% | +34.4% | +27.4% |
| 5Y | +69.9% | -35.8% | +105.7% | +74.4% |
| All | +105.0% | +144.8% | -39.8% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling