+179.7%
ED vs TRU
+238.0%
-58.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | -0.7% |
| 7D | -0.2% | -6.8% | +6.6% | +0.5% |
| 30D | -0.1% | 0.0% | -0.2% | -0.2% |
| 3M | +3.9% | +13.3% | -9.4% | +2.4% |
| 6M | -3.0% | +3.4% | -6.5% | -3.8% |
| YTD | +10.7% | -6.4% | +17.1% | +10.7% |
| 1Y | +13.3% | -9.7% | +23.0% | +13.6% |
| 3Y | +34.5% | +0.1% | +34.3% | +29.6% |
| 5Y | +67.1% | -34.0% | +101.2% | +69.8% |
| 10Y | +103.0% | +147.9% | -44.8% | +78.4% |
| All | +179.7% | +238.0% | -58.3% | +148.7% |
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 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