+154.5%
TRV vs ED
+66.4%
+88.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -2.3% | +1.9% | -4.3% | -3.1% |
| 3M | +22.7% | +1.9% | +20.8% | +21.9% |
| 6M | +21.9% | -2.3% | +24.2% | +22.9% |
| YTD | +27.5% | +10.9% | +16.6% | +22.6% |
| 1Y | +36.2% | +14.5% | +21.7% | +29.3% |
| 3Y | +140.6% | +33.4% | +107.2% | +116.6% |
| 5Y | +154.5% | +67.3% | +87.2% | +105.9% |
| All | +154.5% | +66.4% | +88.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling