+391.6%
EBAY vs FDX
+155.8%
+235.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -0.9% | +5.2% | -6.0% | -2.2% |
| 30D | +3.5% | +11.3% | -7.8% | +0.5% |
| 3M | +16.0% | -4.1% | +20.1% | +17.2% |
| 6M | +7.6% | +9.6% | -2.0% | +4.4% |
| YTD | +40.1% | +40.9% | -0.8% | +25.6% |
| 1Y | +45.0% | +53.0% | -8.0% | +26.9% |
| 3Y | +228.1% | +74.1% | +154.0% | +168.2% |
| 5Y | +78.6% | +75.1% | +3.5% | +42.1% |
| All | +391.6% | +155.8% | +235.8% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling