+344.6%
EW vs TRU
+243.6%
+101.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +23.9% | +21.3% | +2.6% | +16.1% |
| 3M | +15.8% | +0.2% | +15.5% | +14.8% |
| 6M | +31.7% | +22.4% | +9.3% | +21.6% |
| YTD | +25.7% | -4.8% | +30.5% | +24.3% |
| 1Y | +24.4% | -0.2% | +24.6% | +21.0% |
| 3Y | +65.9% | +57.9% | +7.9% | +24.3% |
| 5Y | -7.6% | -26.1% | +18.5% | -7.3% |
| 10Y | +253.2% | +184.8% | +68.4% | +112.6% |
| All | +344.6% | +243.6% | +101.0% | +155.4% |
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