+341.0%
USFD vs EME
+1,324.0%
-983.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.4% |
| 7D | +8.4% | -8.8% | +17.1% | +12.1% |
| 30D | +12.7% | -18.2% | +31.0% | +22.2% |
| 3M | +1.1% | -20.2% | +21.3% | +10.3% |
| 6M | +30.2% | -29.9% | +60.1% | +47.8% |
| YTD | +45.8% | +5.7% | +40.1% | +31.0% |
| 1Y | +51.9% | -1.5% | +53.4% | +41.3% |
| 3Y | +158.5% | +208.4% | -50.0% | +3.9% |
| 5Y | +208.0% | +401.9% | -193.8% | -15.7% |
| 10Y | +376.6% | +914.2% | -537.7% | -19.0% |
| All | +341.0% | +1,324.0% | -983.0% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling