+314.8%
EMR vs USFD
+353.0%
-38.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.7% | +8.4% | -7.7% | -2.2% |
| 30D | +3.5% | +12.7% | -9.2% | -1.1% |
| 3M | +5.9% | +1.1% | +4.8% | +5.2% |
| 6M | +19.4% | +30.2% | -10.7% | +7.5% |
| YTD | +27.7% | +45.8% | -18.2% | +9.0% |
| 1Y | +30.9% | +51.9% | -21.0% | +9.9% |
| 3Y | +104.2% | +158.5% | -54.3% | +40.0% |
| 5Y | +89.6% | +208.0% | -118.4% | +18.6% |
| 10Y | +280.0% | +376.6% | -96.6% | +91.2% |
| All | +314.8% | +353.0% | -38.2% | +108.6% |
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