+61.9%
EBAY vs EFX
-36.2%
+98.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +4.2% | -4.5% | +8.7% | +6.0% |
| 30D | +5.6% | -6.1% | +11.7% | +7.9% |
| 3M | -1.4% | +6.2% | -7.6% | -4.3% |
| 6M | +18.2% | -11.2% | +29.4% | +22.1% |
| YTD | +24.8% | -21.4% | +46.3% | +34.4% |
| 1Y | +18.0% | -34.3% | +52.3% | +35.9% |
| 3Y | +160.3% | -12.5% | +172.8% | +147.8% |
| All | +61.9% | -36.2% | +98.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling