+491.8%
V vs TRU
+238.0%
+253.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +5.0% | +1.2% |
| 7D | -1.7% | -6.8% | +5.0% | +0.7% |
| 30D | +2.0% | 0.0% | +1.9% | +1.8% |
| 3M | +17.4% | +13.3% | +4.1% | +11.4% |
| 6M | +17.5% | +3.4% | +14.1% | +14.6% |
| YTD | +7.6% | -6.4% | +14.0% | +8.0% |
| 1Y | +7.7% | -9.7% | +17.4% | +8.7% |
| 3Y | +54.7% | +0.1% | +54.5% | +40.4% |
| 5Y | +73.0% | -34.0% | +107.1% | +87.0% |
| 10Y | +390.9% | +147.9% | +243.0% | +203.9% |
| All | +491.8% | +238.0% | +253.8% | +238.0% |
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