+32.7%
ED vs TRU
-2.1%
+34.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.2% | -6.5% | +6.3% | -0.2% |
| 30D | +1.9% | -2.5% | +4.4% | +2.0% |
| 3M | +1.9% | +10.4% | -8.5% | +1.9% |
| 6M | -2.3% | +1.6% | -3.9% | -2.2% |
| YTD | +10.9% | -9.7% | +20.6% | +11.0% |
| 1Y | +14.5% | -17.3% | +31.8% | +14.6% |
| All | +32.7% | -2.1% | +34.8% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling