+278.4%
EMR vs USFD
+329.0%
-50.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -1.5% | -3.0% | +1.5% | -0.5% |
| 30D | -5.6% | +3.5% | -9.2% | -7.0% |
| 3M | +7.9% | +26.6% | -18.6% | -1.6% |
| 6M | +6.0% | +11.7% | -5.7% | +1.2% |
| YTD | +16.4% | +38.1% | -21.7% | +1.7% |
| 1Y | +16.6% | +33.4% | -16.8% | +2.9% |
| 3Y | +62.9% | +155.8% | -93.0% | +12.2% |
| 5Y | +60.1% | +214.0% | -153.9% | -0.7% |
| 10Y | +268.7% | +320.4% | -51.6% | +89.2% |
| All | +278.4% | +329.0% | -50.7% | +94.6% |
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