+391.6%
EBAY vs FICO
+527.0%
-135.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -0.9% | +2.2% | -3.1% | -1.3% |
| 30D | +3.5% | +0.1% | +3.4% | +3.1% |
| 3M | +16.0% | -35.2% | +51.1% | +25.2% |
| 6M | +7.6% | -32.4% | +40.0% | +13.9% |
| YTD | +40.1% | -57.4% | +97.5% | +63.7% |
| 1Y | +45.0% | -58.5% | +103.6% | +70.5% |
| 3Y | +228.1% | -28.9% | +257.0% | +214.4% |
| 5Y | +78.6% | +91.7% | -13.1% | +24.2% |
| All | +391.6% | +527.0% | -135.4% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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