+165.1%
USFD vs EME
+242.1%
-76.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -3.0% | +1.9% | -4.9% | -3.3% |
| 30D | +3.5% | -8.3% | +11.8% | +4.7% |
| 3M | +26.6% | -10.7% | +37.3% | +28.3% |
| 6M | +11.7% | +1.9% | +9.8% | +10.3% |
| YTD | +38.1% | +23.5% | +14.7% | +30.7% |
| 1Y | +33.4% | +18.0% | +15.4% | +25.6% |
| All | +165.1% | +242.1% | -76.9% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling