+22.2%
EME vs TRU
-13.7%
+35.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.5% |
| 7D | +3.5% | -2.7% | +6.2% | +3.1% |
| 30D | -6.3% | -2.0% | -4.3% | -6.5% |
| 3M | -3.8% | +18.4% | -22.2% | -3.6% |
| 6M | +8.5% | +8.9% | -0.4% | +8.6% |
| YTD | +27.8% | -8.9% | +36.7% | +29.5% |
| 1Y | +22.2% | -15.9% | +38.1% | +22.5% |
| All | +22.2% | -13.7% | +35.9% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling