+266.6%
EBAY vs FFIV
+238.2%
+28.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | -0.8% | +1.6% | -2.4% | -1.4% |
| 30D | -0.6% | -3.7% | +3.1% | +0.2% |
| 3M | -1.0% | +2.0% | -3.0% | -2.5% |
| 6M | +16.3% | +39.3% | -23.0% | +2.3% |
| YTD | +21.7% | +56.1% | -34.4% | +2.7% |
| 1Y | +16.5% | +22.0% | -5.5% | +6.2% |
| 3Y | +154.2% | +148.2% | +6.0% | +75.6% |
| 5Y | +58.1% | +96.3% | -38.3% | +16.0% |
| All | +266.6% | +238.2% | +28.4% | +126.7% |
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