+47.2%
EMB vs TRU
+238.0%
-190.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +6.0% | +0.8% |
| 7D | 0.0% | -6.8% | +6.8% | +0.8% |
| 30D | -0.3% | 0.0% | -0.3% | -0.4% |
| 3M | -0.4% | +13.3% | -13.7% | -2.3% |
| 6M | +0.1% | +3.4% | -3.3% | -0.8% |
| YTD | +1.6% | -6.4% | +8.0% | +1.6% |
| 1Y | +5.6% | -9.7% | +15.3% | +5.9% |
| 3Y | +29.8% | +0.1% | +29.7% | +25.5% |
| 5Y | +7.3% | -34.0% | +41.3% | +8.4% |
| 10Y | +30.4% | +147.9% | -117.4% | +12.9% |
| All | +47.2% | +238.0% | -190.8% | +24.9% |
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