+1,580.1%
EME vs TRU
+228.6%
+1,351.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.4% |
| 7D | +5.2% | -7.2% | +12.4% | +7.5% |
| 30D | -5.4% | -2.8% | -2.5% | -4.9% |
| 3M | -6.1% | +13.0% | -19.1% | -11.6% |
| 6M | +9.7% | +0.7% | +9.0% | +6.6% |
| YTD | +26.6% | -9.0% | +35.6% | +26.0% |
| 1Y | +24.6% | -16.3% | +40.9% | +27.1% |
| 3Y | +249.6% | -1.1% | +250.7% | +220.2% |
| 5Y | +556.6% | -36.0% | +592.6% | +607.0% |
| 10Y | +1,286.6% | +139.9% | +1,146.7% | +853.6% |
| All | +1,580.1% | +228.6% | +1,351.5% | +986.2% |
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 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