+114.5%
FE vs TRU
+146.7%
-32.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.2% | -6.5% | +6.3% | +1.0% |
| 30D | -1.2% | -2.5% | +1.3% | -0.8% |
| 3M | +1.7% | +10.4% | -8.7% | -0.6% |
| 6M | -7.5% | +1.6% | -9.1% | -8.4% |
| YTD | +6.3% | -9.7% | +16.0% | +7.1% |
| 1Y | +10.9% | -17.3% | +28.1% | +13.2% |
| 3Y | +46.9% | -1.8% | +48.8% | +38.8% |
| 5Y | +47.6% | -36.2% | +83.8% | +54.4% |
| 10Y | +114.5% | +143.2% | -28.8% | +65.2% |
| All | +114.5% | +146.7% | -32.2% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling