+13.6%
ED vs TRU
-17.6%
+31.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | -9.4% | +7.5% | -1.9% |
| 30D | +0.1% | -4.1% | +4.2% | +0.1% |
| 3M | 0.0% | +13.6% | -13.6% | +0.6% |
| 6M | -2.5% | +3.6% | -6.1% | -2.3% |
| YTD | +10.1% | -9.8% | +19.9% | +10.2% |
| 1Y | +13.6% | -13.6% | +27.2% | +14.7% |
| All | +13.6% | -17.6% | +31.2% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling