+29.6%
EMB vs TRU
+147.2%
-117.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.8% |
| 30D | -1.3% | -2.0% | +0.8% | -1.1% |
| 3M | -1.8% | +18.4% | -20.2% | -4.2% |
| 6M | +0.2% | +8.9% | -8.7% | -1.5% |
| YTD | +0.4% | -8.9% | +9.3% | +0.8% |
| 1Y | +2.8% | -15.9% | +18.7% | +4.1% |
| 3Y | +29.1% | -1.1% | +30.2% | +24.8% |
| 5Y | +6.3% | -35.2% | +41.4% | +8.0% |
| All | +29.6% | +147.2% | -117.5% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling