+52.1%
USFD vs EME
-1.5%
+53.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.2% | +3.0% |
| 7D | +3.9% | -4.4% | +8.3% | +3.6% |
| 30D | +12.8% | -17.3% | +30.1% | +13.1% |
| 3M | +1.0% | -20.0% | +21.0% | +1.2% |
| 6M | +30.3% | -29.1% | +59.3% | +34.0% |
| YTD | +46.0% | +6.9% | +39.0% | +34.1% |
| All | +52.1% | -1.5% | +53.6% | +45.1% |
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