+1,344.7%
EME vs TRU
+147.2%
+1,197.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | +3.5% | -2.7% | +6.2% | +4.4% |
| 30D | -6.3% | -2.0% | -4.3% | -6.1% |
| 3M | -3.8% | +18.4% | -22.2% | -10.9% |
| 6M | +8.5% | +8.9% | -0.4% | +2.5% |
| YTD | +27.8% | -8.9% | +36.7% | +27.3% |
| 1Y | +22.2% | -15.9% | +38.1% | +24.6% |
| 3Y | +253.5% | -1.1% | +254.6% | +223.1% |
| 5Y | +578.6% | -35.2% | +613.8% | +636.5% |
| All | +1,344.7% | +147.2% | +1,197.5% | +916.2% |
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