+468.7%
EBAY vs USFD
+353.4%
+115.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.3% |
| 7D | 0.0% | +3.9% | -3.9% | -0.6% |
| 30D | +7.8% | +12.8% | -5.0% | +5.8% |
| 3M | +8.4% | +1.0% | +7.4% | +8.1% |
| 6M | +13.0% | +30.3% | -17.3% | +8.1% |
| YTD | +40.2% | +46.0% | -5.8% | +31.0% |
| 1Y | +46.2% | +49.6% | -3.4% | +36.0% |
| 3Y | +218.4% | +166.3% | +52.1% | +168.7% |
| 5Y | +78.6% | +208.4% | -129.8% | +46.3% |
| 10Y | +384.9% | +371.2% | +13.7% | +278.0% |
| All | +468.7% | +353.4% | +115.4% | +337.2% |
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 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