+45.0%
EEM vs TRU
-35.6%
+80.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -1.3% | -2.7% | +1.5% | -0.8% |
| 30D | +2.1% | -2.0% | +4.1% | +2.3% |
| 3M | +1.0% | +18.4% | -17.4% | -2.9% |
| 6M | +15.9% | +8.9% | +7.1% | +13.0% |
| YTD | +24.6% | -8.9% | +33.6% | +25.2% |
| 1Y | +32.3% | -15.9% | +48.2% | +34.7% |
| 3Y | +85.9% | -1.1% | +87.0% | +78.2% |
| All | +45.0% | -35.6% | +80.6% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling