+40.5%
EEM vs USFD
+34.2%
+6.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.3% | -3.0% | +5.3% | +2.4% |
| 30D | +4.5% | +3.5% | +1.0% | +4.5% |
| 3M | -0.1% | +26.6% | -26.6% | -2.2% |
| 6M | +16.9% | +11.7% | +5.2% | +16.1% |
| YTD | +26.2% | +38.1% | -11.9% | +23.1% |
| 1Y | +40.5% | +33.4% | +7.1% | +37.2% |
| All | +40.5% | +34.2% | +6.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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