+54.8%
EBAY vs FDX
+63.0%
-8.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.4% |
| 30D | -3.6% | -4.9% | +1.3% | -2.3% |
| 3M | -4.4% | -6.5% | +2.0% | -3.0% |
| 6M | +12.1% | +6.7% | +5.4% | +8.8% |
| YTD | +19.9% | +33.9% | -13.9% | +8.4% |
| 1Y | +13.4% | +72.2% | -58.8% | -5.4% |
| 3Y | +150.5% | +60.2% | +90.2% | +105.2% |
| 5Y | +54.8% | +62.9% | -8.1% | +19.5% |
| All | +54.8% | +63.0% | -8.2% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling