+63.6%
EMR vs TRU
-36.7%
+100.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | -9.4% | +8.2% | +1.6% |
| 30D | -9.4% | -4.1% | -5.3% | -8.5% |
| 3M | +8.6% | +13.6% | -5.0% | +3.3% |
| 6M | +6.7% | +3.6% | +3.1% | +4.1% |
| YTD | +13.1% | -9.8% | +22.9% | +14.5% |
| 1Y | +12.7% | -13.6% | +26.4% | +15.3% |
| 3Y | +58.1% | -2.0% | +60.0% | +52.7% |
| 5Y | +63.6% | -35.8% | +99.5% | +87.0% |
| All | +63.6% | -36.7% | +100.3% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling