+24.4%
EL vs TRU
+147.2%
-122.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -6.5% | -2.7% | -3.8% | -5.4% |
| 30D | +11.1% | -2.0% | +13.2% | +12.0% |
| 3M | +10.7% | +18.4% | -7.7% | +2.6% |
| 6M | +6.9% | +8.9% | -2.0% | +2.2% |
| YTD | -6.3% | -8.9% | +2.6% | -4.6% |
| 1Y | +13.5% | -15.9% | +29.3% | +18.6% |
| 3Y | -33.1% | -1.1% | -32.0% | -38.1% |
| 5Y | -68.8% | -35.2% | -33.6% | -65.8% |
| All | +24.4% | +147.2% | -122.8% | -8.8% |
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