+506.7%
EBAY vs FANG
+1,412.9%
-906.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.2% | +2.9% | +1.3% | +3.9% |
| 30D | +5.6% | +2.6% | +3.0% | +5.4% |
| 3M | -1.4% | +7.6% | -9.0% | -2.2% |
| 6M | +18.2% | +17.3% | +0.9% | +16.1% |
| YTD | +24.8% | +38.7% | -13.8% | +20.6% |
| 1Y | +18.0% | +51.6% | -33.6% | +13.0% |
| 3Y | +160.3% | +50.0% | +110.3% | +146.9% |
| 5Y | +62.1% | +237.6% | -175.4% | +42.2% |
| 10Y | +283.1% | +180.7% | +102.5% | +229.2% |
| All | +506.7% | +1,412.9% | -906.1% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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