+16,404.6%
EBAY vs FDX
+1,878.8%
+14,525.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | -0.9% | +5.2% | -6.0% | -2.9% |
| 30D | +3.5% | +11.3% | -7.8% | -1.0% |
| 3M | +16.0% | -4.1% | +20.1% | +17.7% |
| 6M | +7.6% | +9.6% | -2.0% | +2.8% |
| YTD | +40.1% | +40.9% | -0.8% | +19.6% |
| 1Y | +45.0% | +53.0% | -8.0% | +19.6% |
| 3Y | +228.1% | +74.1% | +154.0% | +144.9% |
| 5Y | +78.6% | +75.1% | +3.5% | +28.7% |
| 10Y | +378.8% | +156.9% | +221.8% | +161.5% |
| All | +16,404.6% | +1,878.8% | +14,525.8% | +4,363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling