+1,222.8%
EBAY vs FFIV
+7,518.9%
-6,296.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -6.7% | -5.1% | -1.6% | -5.8% |
| 3M | -5.0% | -4.5% | -0.5% | -4.4% |
| 6M | +14.6% | +36.5% | -21.8% | +4.9% |
| YTD | +19.8% | +53.0% | -33.2% | +6.4% |
| 1Y | +12.6% | +24.2% | -11.6% | +4.8% |
| 3Y | +141.0% | +137.2% | +3.8% | +87.8% |
| 5Y | +47.5% | +91.8% | -44.2% | +20.7% |
| 10Y | +263.3% | +215.2% | +48.1% | +153.5% |
| All | +1,222.8% | +7,518.9% | -6,296.1% | +124.8% |
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