+268.1%
EBAY vs USFD
+306.5%
-38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.4% | -0.2% |
| 7D | -3.0% | -7.0% | +4.0% | -1.9% |
| 30D | -3.6% | -10.3% | +6.7% | -2.0% |
| 3M | -4.4% | +9.2% | -13.6% | -5.9% |
| 6M | +12.1% | +7.4% | +4.7% | +10.5% |
| YTD | +19.9% | +29.4% | -9.4% | +14.2% |
| 1Y | +13.4% | +24.8% | -11.5% | +8.6% |
| 3Y | +150.5% | +150.0% | +0.5% | +113.2% |
| 5Y | +54.8% | +195.5% | -140.7% | +28.1% |
| 10Y | +268.1% | +315.7% | -47.7% | +176.1% |
| All | +268.1% | +306.5% | -38.5% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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