+266.6%
EBAY vs FDS
+66.9%
+199.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.8% | +7.3% | +3.3% |
| 7D | -0.8% | -16.0% | +15.2% | +4.6% |
| 30D | -0.6% | -6.7% | +6.1% | +1.3% |
| 3M | -1.0% | +6.0% | -7.0% | -3.9% |
| 6M | +16.3% | +25.1% | -8.8% | +5.4% |
| YTD | +21.7% | -8.1% | +29.8% | +22.1% |
| 1Y | +16.5% | -26.0% | +42.5% | +25.7% |
| 3Y | +154.2% | -36.4% | +190.6% | +185.7% |
| 5Y | +58.1% | -27.7% | +85.8% | +67.4% |
| All | +266.6% | +66.9% | +199.7% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling