+48.5%
USFD vs EME
+2.9%
+45.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +1.3% | +11.3% | -10.0% | +1.3% |
| 30D | +10.6% | -14.6% | +25.1% | +10.7% |
| 3M | -2.4% | -20.4% | +18.0% | -2.2% |
| 6M | +28.9% | -28.3% | +57.2% | +32.6% |
| YTD | +43.7% | +8.6% | +35.2% | +31.8% |
| 1Y | +48.5% | +3.2% | +45.3% | +39.9% |
| All | +48.5% | +2.9% | +45.6% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling