+4.8%
FE vs TRU
+2.3%
+2.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.5% | +4.6% | -5.1% | -0.8% |
| 30D | +4.3% | +25.4% | -21.1% | +3.2% |
| 3M | +0.4% | +4.0% | -3.6% | 0.0% |
| 6M | +6.9% | +14.5% | -7.5% | +6.1% |
| YTD | +8.0% | -3.7% | +11.7% | +6.4% |
| 1Y | +4.8% | +2.8% | +2.1% | +3.4% |
| All | +4.8% | +2.3% | +2.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling