-29.4%
EW vs TRU
-36.4%
+7.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -5.1% | -6.5% | +1.4% | -3.7% |
| 30D | -6.4% | -2.5% | -3.9% | -5.9% |
| 3M | -1.6% | +10.4% | -11.9% | -4.2% |
| 6M | +2.3% | +1.6% | +0.6% | +1.1% |
| YTD | +1.1% | -9.7% | +10.8% | +2.1% |
| 1Y | +8.0% | -17.3% | +25.2% | +11.0% |
| 3Y | +16.3% | -1.8% | +18.2% | +9.3% |
| 5Y | -29.4% | -36.2% | +6.8% | -13.7% |
| All | -29.4% | -36.4% | +7.0% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling