+117.6%
EEM vs TRU
+228.6%
-111.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.9% |
| 7D | +3.1% | -7.2% | +10.3% | +5.0% |
| 30D | +4.9% | -2.8% | +7.7% | +5.4% |
| 3M | +5.2% | +13.0% | -7.8% | +0.7% |
| 6M | +20.7% | +0.7% | +20.0% | +18.8% |
| YTD | +26.5% | -9.0% | +35.5% | +27.0% |
| 1Y | +37.8% | -16.3% | +54.2% | +41.0% |
| 3Y | +91.0% | -1.1% | +92.0% | +77.0% |
| 5Y | +47.0% | -36.0% | +83.0% | +55.4% |
| 10Y | +125.6% | +139.9% | -14.3% | +44.5% |
| All | +117.6% | +228.6% | -111.0% | +28.1% |
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