+104.0%
EMR vs USFD
+159.6%
-55.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.7% | +8.4% | -7.7% | -1.9% |
| 30D | +3.5% | +12.7% | -9.2% | -0.7% |
| 3M | +5.9% | +1.1% | +4.8% | +5.3% |
| 6M | +19.4% | +30.2% | -10.7% | +7.6% |
| YTD | +27.7% | +45.8% | -18.2% | +7.0% |
| 1Y | +30.9% | +51.9% | -21.0% | +7.3% |
| All | +104.0% | +159.6% | -55.6% | +40.7% |
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