+29.3%
EMB vs USFD
+322.6%
-293.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | -0.3% | +3.5% | -3.8% | -0.7% |
| 3M | -0.4% | +26.6% | -27.0% | -3.1% |
| 6M | +0.1% | +11.7% | -11.6% | -1.3% |
| YTD | +1.6% | +38.1% | -36.5% | -2.4% |
| 1Y | +5.6% | +33.4% | -27.8% | +1.8% |
| 3Y | +29.8% | +155.8% | -126.0% | +15.6% |
| 5Y | +7.3% | +214.0% | -206.8% | -7.7% |
| All | +29.3% | +322.6% | -293.3% | +0.9% |
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