+127.8%
FE vs TRU
+238.0%
-110.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | +0.5% |
| 7D | +1.9% | -6.8% | +8.7% | +3.2% |
| 30D | -1.2% | 0.0% | -1.2% | -1.3% |
| 3M | +3.5% | +13.3% | -9.8% | +0.8% |
| 6M | -6.1% | +3.4% | -9.5% | -7.3% |
| YTD | +7.6% | -6.4% | +14.0% | +7.6% |
| 1Y | +11.9% | -9.7% | +21.6% | +12.3% |
| 3Y | +48.4% | +0.1% | +48.3% | +40.2% |
| 5Y | +44.8% | -34.0% | +78.8% | +49.1% |
| 10Y | +115.9% | +147.9% | -32.0% | +68.6% |
| All | +127.8% | +238.0% | -110.2% | +80.3% |
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