+38.4%
EL vs TRU
+238.0%
-199.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.9% | +8.9% | +5.4% |
| 7D | +0.8% | -6.8% | +7.6% | +3.5% |
| 30D | +19.8% | 0.0% | +19.8% | +19.7% |
| 3M | +25.7% | +13.3% | +12.4% | +18.8% |
| 6M | +5.4% | +3.4% | +2.0% | +3.1% |
| YTD | +0.2% | -6.4% | +6.6% | +0.8% |
| 1Y | +20.4% | -9.7% | +30.1% | +21.9% |
| 3Y | -32.1% | +0.1% | -32.3% | -37.3% |
| 5Y | -67.2% | -34.0% | -33.1% | -64.7% |
| 10Y | +31.7% | +147.9% | -116.1% | -6.5% |
| All | +38.4% | +238.0% | -199.6% | -7.8% |
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 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