+83.6%
EEM vs TRU
-2.2%
+85.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | -9.4% | +8.7% | +0.5% |
| 30D | +2.4% | -4.1% | +6.5% | +2.8% |
| 3M | +4.2% | +13.6% | -9.4% | +1.7% |
| 6M | +14.8% | +3.6% | +11.2% | +13.4% |
| YTD | +23.1% | -9.8% | +32.9% | +23.8% |
| 1Y | +32.5% | -13.6% | +46.2% | +33.9% |
| All | +83.6% | -2.2% | +85.9% | +83.4% |
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