+260.7%
EBAY vs FICO
+606.0%
-345.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -16.7% | +14.4% | +1.6% |
| 7D | -2.1% | -19.2% | +17.1% | +2.5% |
| 30D | -6.7% | -14.6% | +7.9% | -3.7% |
| 3M | -5.0% | -20.1% | +15.1% | -1.1% |
| 6M | +14.6% | -36.3% | +51.0% | +24.6% |
| YTD | +19.8% | -44.9% | +64.7% | +34.4% |
| 1Y | +12.6% | -38.6% | +51.2% | +21.8% |
| 3Y | +141.0% | +4.0% | +137.0% | +112.7% |
| 5Y | +47.5% | +99.5% | -52.0% | +4.2% |
| All | +260.7% | +606.0% | -345.3% | +57.2% |
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