+153.1%
EBAY vs USFD
+162.9%
-9.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | -0.4% | -3.3% | +3.0% | +0.3% |
| 30D | -6.3% | -5.3% | -1.0% | -5.4% |
| 3M | -3.3% | +18.8% | -22.0% | -6.6% |
| 6M | +13.5% | +14.3% | -0.8% | +10.2% |
| YTD | +21.2% | +36.9% | -15.7% | +11.2% |
| 1Y | +13.9% | +31.7% | -17.8% | +5.5% |
| 3Y | +153.1% | +164.5% | -11.4% | +75.2% |
| All | +153.1% | +162.9% | -9.8% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling