+315.7%
USFD vs EME
+1,266.0%
-950.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.0% | -4.3% |
| 7D | -7.0% | +2.7% | -9.7% | -8.2% |
| 30D | -10.3% | -6.8% | -3.5% | -7.5% |
| 3M | +9.2% | -8.8% | +18.0% | +11.1% |
| 6M | +7.4% | +5.0% | +2.4% | +0.5% |
| YTD | +29.4% | +23.5% | +5.9% | +9.6% |
| 1Y | +24.8% | +21.3% | +3.5% | +3.4% |
| 3Y | +150.0% | +241.1% | -91.1% | -3.3% |
| 5Y | +195.5% | +549.2% | -353.7% | -30.9% |
| 10Y | +315.7% | +1,306.4% | -990.7% | -35.2% |
| All | +315.7% | +1,266.0% | -950.2% | -35.2% |
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