+480.7%
EBAY vs USFD
+353.0%
+127.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.1% | +8.4% | -4.2% | +2.8% |
| 30D | +10.1% | +12.7% | -2.6% | +8.0% |
| 3M | +15.0% | +1.1% | +13.9% | +14.7% |
| 6M | +15.4% | +30.2% | -14.8% | +10.4% |
| YTD | +43.1% | +45.8% | -2.7% | +33.8% |
| 1Y | +46.9% | +51.9% | -5.1% | +36.3% |
| 3Y | +225.8% | +158.5% | +67.3% | +176.2% |
| 5Y | +84.2% | +208.0% | -123.9% | +50.8% |
| 10Y | +397.4% | +376.6% | +20.8% | +287.7% |
| All | +480.7% | +353.0% | +127.7% | +346.5% |
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