-31.9%
EL vs TRU
-2.1%
-29.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -2.4% | -6.5% | +4.1% | -0.3% |
| 30D | +13.7% | -2.5% | +16.2% | +14.5% |
| 3M | +14.5% | +10.4% | +4.1% | +10.3% |
| 6M | +7.4% | +1.6% | +5.8% | +6.0% |
| YTD | -4.7% | -9.7% | +5.0% | -3.0% |
| 1Y | +12.9% | -17.3% | +30.2% | +17.9% |
| All | -31.9% | -2.1% | -29.8% | -33.6% |
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