+150.0%
EBAY vs FDS
-32.7%
+182.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | -3.0% | -8.8% | +5.8% | -1.7% |
| 30D | -3.6% | -1.4% | -2.2% | -3.5% |
| 3M | -4.4% | +13.9% | -18.3% | -6.4% |
| 6M | +12.1% | +27.4% | -15.3% | +7.2% |
| YTD | +19.9% | -2.5% | +22.4% | +19.4% |
| 1Y | +13.4% | -23.8% | +37.2% | +18.7% |
| All | +150.0% | -32.7% | +182.7% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling