+60.2%
EMR vs TRU
-1.3%
+61.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -0.4% | -2.7% | +2.3% | +0.4% |
| 30D | -6.8% | -2.0% | -4.7% | -6.5% |
| 3M | +7.5% | +18.4% | -11.0% | +1.3% |
| 6M | +9.9% | +8.9% | +1.0% | +5.8% |
| YTD | +16.0% | -8.9% | +24.9% | +17.2% |
| 1Y | +12.4% | -15.9% | +28.3% | +16.1% |
| 3Y | +60.2% | -1.1% | +61.3% | +60.5% |
| All | +60.2% | -1.3% | +61.5% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling