+109.6%
EEM vs USFD
+368.6%
-259.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.2% |
| 7D | -0.1% | +3.9% | -4.0% | -1.0% |
| 30D | -8.6% | +12.8% | -21.5% | -11.0% |
| 3M | -7.0% | +1.0% | -8.0% | -7.4% |
| 6M | -9.7% | +30.3% | -40.0% | -15.2% |
| YTD | +12.1% | +46.0% | -33.8% | +2.2% |
| 1Y | +14.1% | +49.6% | -35.5% | +3.3% |
| 3Y | +72.1% | +166.3% | -94.1% | +36.2% |
| 5Y | +34.1% | +208.4% | -174.3% | +1.1% |
| 10Y | +109.6% | +371.2% | -261.6% | +37.8% |
| All | +109.6% | +368.6% | -259.0% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling