+12.4%
EMR vs TRU
-13.7%
+26.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.4% |
| 7D | -0.4% | -2.7% | +2.3% | 0.0% |
| 30D | -6.8% | -2.0% | -4.7% | -6.6% |
| 3M | +7.5% | +18.4% | -11.0% | +3.4% |
| 6M | +9.9% | +8.9% | +1.0% | +7.3% |
| YTD | +16.0% | -8.9% | +24.9% | +16.1% |
| 1Y | +12.4% | -15.9% | +28.3% | +10.6% |
| All | +12.4% | -13.7% | +26.1% | +10.6% |
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