+212.6%
USFD vs EME
+565.5%
-352.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.5% |
| 7D | -3.3% | +5.2% | -8.5% | -4.6% |
| 30D | -5.3% | -5.4% | 0.0% | -4.2% |
| 3M | +18.8% | -6.1% | +24.9% | +19.5% |
| 6M | +14.3% | +9.7% | +4.6% | +9.2% |
| YTD | +36.9% | +26.6% | +10.3% | +24.1% |
| 1Y | +31.7% | +24.6% | +7.1% | +17.5% |
| 3Y | +164.5% | +249.6% | -85.1% | +39.1% |
| 5Y | +212.6% | +556.6% | -344.0% | +5.1% |
| All | +212.6% | +565.5% | -352.9% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling