+47.7%
FE vs TRU
-1.9%
+49.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +0.6% | -7.2% | +7.8% | +1.0% |
| 30D | -2.1% | -2.8% | +0.7% | -2.0% |
| 3M | +2.6% | +13.0% | -10.4% | +2.0% |
| 6M | -6.8% | +0.7% | -7.5% | -7.0% |
| YTD | +6.9% | -9.0% | +15.9% | +7.0% |
| 1Y | +11.6% | -16.3% | +27.9% | +12.1% |
| 3Y | +47.7% | -1.1% | +48.8% | +47.2% |
| All | +47.7% | -1.9% | +49.6% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling