+86.6%
EMR vs USFD
+159.2%
-72.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.6% | +3.0% | -4.5% | -2.6% |
| 30D | +2.0% | +11.1% | -9.1% | -1.7% |
| 3M | +3.8% | -0.3% | +4.1% | +3.7% |
| 6M | +10.5% | +15.9% | -5.4% | +4.0% |
| YTD | +23.7% | +41.6% | -17.9% | +4.8% |
| 1Y | +25.4% | +49.4% | -24.0% | +3.2% |
| 3Y | +86.6% | +157.8% | -71.3% | +29.1% |
| All | +86.6% | +159.2% | -72.7% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling