+128.7%
FE vs TRU
+247.0%
-118.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -0.5% | +4.4% | -4.9% | -1.3% |
| 30D | +4.3% | +25.2% | -20.9% | 0.0% |
| 3M | +0.4% | +3.8% | -3.4% | -0.7% |
| 6M | +6.9% | +14.3% | -7.3% | +3.6% |
| YTD | +8.0% | -3.9% | +11.9% | +7.2% |
| 1Y | +4.8% | +2.6% | +2.2% | +2.6% |
| 3Y | +49.0% | +58.3% | -9.3% | +27.2% |
| 5Y | +46.2% | -25.2% | +71.4% | +45.4% |
| 10Y | +120.9% | +185.5% | -64.7% | +68.4% |
| All | +128.7% | +247.0% | -118.3% | +79.5% |
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