+125.6%
EEM vs USFD
+322.5%
-196.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +3.1% | -3.3% | +6.4% | +3.8% |
| 30D | +4.9% | -5.3% | +10.2% | +6.1% |
| 3M | +5.2% | +18.8% | -13.6% | +1.0% |
| 6M | +20.7% | +14.3% | +6.4% | +16.7% |
| YTD | +26.5% | +36.9% | -10.4% | +17.0% |
| 1Y | +37.8% | +31.7% | +6.1% | +28.4% |
| 3Y | +91.0% | +164.5% | -73.5% | +51.1% |
| 5Y | +47.0% | +212.6% | -165.5% | +10.3% |
| 10Y | +125.6% | +329.7% | -204.1% | +44.3% |
| All | +125.6% | +322.5% | -196.9% | +44.3% |
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