+11.9%
EL vs TRU
-17.6%
+29.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -4.4% | -9.4% | +5.0% | -1.8% |
| 30D | +10.3% | -4.1% | +14.4% | +11.4% |
| 3M | +13.4% | +13.6% | -0.2% | +9.6% |
| 6M | +3.1% | +3.6% | -0.5% | +0.9% |
| YTD | -6.9% | -9.8% | +2.9% | -7.0% |
| 1Y | +11.9% | -13.6% | +25.6% | +10.2% |
| All | +11.9% | -17.6% | +29.5% | +10.2% |
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