+160.5%
EEM vs USFD
+329.0%
-168.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.3% | -3.0% | +5.3% | +3.0% |
| 30D | +4.5% | +3.5% | +1.0% | +3.7% |
| 3M | -0.1% | +26.6% | -26.6% | -5.4% |
| 6M | +16.9% | +11.7% | +5.2% | +13.6% |
| YTD | +26.2% | +38.1% | -11.9% | +16.6% |
| 1Y | +40.5% | +33.4% | +7.1% | +30.6% |
| 3Y | +86.2% | +155.8% | -69.6% | +48.6% |
| 5Y | +45.5% | +214.0% | -168.6% | +9.2% |
| 10Y | +128.6% | +320.4% | -191.7% | +49.2% |
| All | +160.5% | +329.0% | -168.5% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling