+317.7%
USFD vs EME
+1,563.1%
-1,245.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | -3.0% | +1.9% | -4.9% | -3.9% |
| 30D | +3.5% | -8.3% | +11.8% | +7.5% |
| 3M | +26.6% | -10.7% | +37.3% | +30.1% |
| 6M | +11.7% | +1.9% | +9.8% | +6.2% |
| YTD | +38.1% | +23.5% | +14.7% | +17.2% |
| 1Y | +33.4% | +18.0% | +15.4% | +12.5% |
| 3Y | +155.8% | +236.1% | -80.3% | +1.3% |
| 5Y | +214.0% | +527.9% | -313.8% | -23.0% |
| 10Y | +320.4% | +1,252.8% | -932.4% | -33.3% |
| All | +317.7% | +1,563.1% | -1,245.4% | -34.0% |
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