+1,469.3%
EBAY vs FFIV
+6,144.1%
-4,674.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -2.0% | -2.9% | +1.0% | -1.3% |
| 30D | +7.0% | -32.4% | +39.4% | +17.0% |
| 3M | +16.1% | -22.7% | +38.8% | +22.1% |
| 6M | +14.1% | -10.7% | +24.8% | +15.2% |
| YTD | +42.1% | +25.4% | +16.8% | +31.1% |
| 1Y | +42.4% | +34.2% | +8.2% | +29.0% |
| 3Y | +223.5% | +101.2% | +122.3% | +159.8% |
| 5Y | +82.8% | +42.0% | +40.8% | +59.5% |
| 10Y | +385.7% | +126.7% | +259.0% | +264.5% |
| All | +1,469.3% | +6,144.1% | -4,674.8% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling