+146.4%
ED vs TRU
+183.1%
-36.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.1% | 0.0% | +2.0% | +2.0% |
| 30D | +10.4% | +21.3% | -10.9% | +8.0% |
| 3M | +12.5% | +0.2% | +12.3% | +12.3% |
| 6M | +14.9% | +22.4% | -7.5% | +11.9% |
| YTD | +24.8% | -4.8% | +29.7% | +24.5% |
| 1Y | +23.8% | -0.2% | +24.0% | +22.6% |
| 3Y | +51.6% | +57.9% | -6.3% | +35.2% |
| 5Y | +86.4% | -26.1% | +112.6% | +86.6% |
| All | +146.4% | +183.1% | -36.7% | +113.3% |
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 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