+7.3%
EMB vs USFD
+214.9%
-207.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.3% | -3.3% | +3.6% | +0.7% |
| 30D | -0.5% | -5.3% | +4.8% | +0.1% |
| 3M | +0.3% | +18.8% | -18.5% | -1.8% |
| 6M | +1.2% | +14.3% | -13.1% | -0.6% |
| YTD | +1.5% | +36.9% | -35.4% | -2.7% |
| 1Y | +4.8% | +31.7% | -26.9% | +0.9% |
| 3Y | +30.4% | +164.5% | -134.1% | +13.4% |
| 5Y | +7.3% | +212.6% | -205.3% | -9.4% |
| All | +7.3% | +214.9% | -207.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling