+391.6%
EBAY vs FFIV
+118.6%
+273.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.5% |
| 7D | -0.9% | -0.5% | -0.3% | -0.7% |
| 30D | +3.5% | -32.4% | +35.8% | +15.3% |
| 3M | +16.0% | -25.7% | +41.7% | +24.6% |
| 6M | +7.6% | -13.5% | +21.1% | +8.9% |
| YTD | +40.1% | +21.1% | +19.0% | +25.4% |
| 1Y | +45.0% | +29.4% | +15.6% | +26.7% |
| 3Y | +228.1% | +94.9% | +133.2% | +138.6% |
| 5Y | +78.6% | +34.7% | +43.9% | +44.0% |
| All | +391.6% | +118.6% | +273.1% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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