+353.3%
USFD vs EME
+910.4%
-557.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +1.3% | +11.3% | -10.0% | -3.7% |
| 30D | +10.6% | -14.6% | +25.1% | +17.6% |
| 3M | -2.4% | -20.4% | +18.0% | +6.8% |
| 6M | +28.9% | -28.3% | +57.2% | +45.2% |
| YTD | +43.7% | +8.6% | +35.2% | +27.0% |
| 1Y | +48.5% | +3.2% | +45.3% | +34.6% |
| 3Y | +154.7% | +216.8% | -62.0% | -2.1% |
| 5Y | +218.4% | +417.5% | -199.1% | -18.2% |
| All | +353.3% | +910.4% | -557.0% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling