+125.2%
EEM vs USFD
+365.4%
-240.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | -6.2% | +12.3% | -18.5% | -8.6% |
| 3M | -5.2% | -0.7% | -4.5% | -5.2% |
| 6M | -8.1% | +31.3% | -39.4% | -13.9% |
| YTD | +14.0% | +45.7% | -31.7% | +4.0% |
| 1Y | +13.8% | +52.1% | -38.3% | +2.7% |
| 3Y | +73.7% | +158.2% | -84.5% | +38.4% |
| 5Y | +34.6% | +213.8% | -179.2% | +1.1% |
| All | +125.2% | +365.4% | -240.2% | +48.6% |
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