+386.2%
EBAY vs USFD
+329.0%
+57.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.6% |
| 30D | -6.7% | +3.5% | -10.2% | -7.2% |
| 3M | -5.0% | +26.6% | -31.5% | -8.6% |
| 6M | +14.6% | +11.7% | +2.9% | +12.3% |
| YTD | +19.8% | +38.1% | -18.3% | +13.1% |
| 1Y | +12.6% | +33.4% | -20.8% | +6.8% |
| 3Y | +141.0% | +155.8% | -14.8% | +104.8% |
| 5Y | +47.5% | +214.0% | -166.5% | +21.2% |
| 10Y | +263.3% | +320.4% | -57.1% | +184.7% |
| All | +386.2% | +329.0% | +57.1% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling