+39.6%
EMB vs USFD
+329.0%
-289.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 1Y | +5.6% | +33.4% | -27.8% | +1.8% |
| 3Y | +29.8% | +155.8% | -126.0% | +15.7% |
| 5Y | +7.3% | +214.0% | -206.8% | -7.6% |
| 10Y | +30.4% | +320.4% | -289.9% | +2.2% |
| All | +39.6% | +329.0% | -289.4% | +9.3% |
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