+35.3%
EMB vs USFD
+369.2%
-333.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.5% | +8.4% | -7.9% | -0.4% |
| 30D | +0.9% | +12.7% | -11.9% | -0.5% |
| 3M | -2.1% | +1.1% | -3.2% | -2.3% |
| 6M | -2.2% | +30.2% | -32.4% | -5.2% |
| YTD | -0.6% | +45.8% | -46.4% | -5.1% |
| 1Y | +0.2% | +51.9% | -51.7% | -4.8% |
| 3Y | +29.5% | +158.5% | -128.9% | +15.3% |
| 5Y | +8.0% | +208.0% | -200.1% | -6.8% |
| 10Y | +35.3% | +376.6% | -341.2% | +7.0% |
| All | +35.3% | +369.2% | -333.9% | +7.0% |
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