+77.5%
EBAY vs FICO
+87.6%
-10.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | +3.2% | -0.8% | +4.0% | +3.1% |
| 3M | +17.8% | -31.3% | +49.1% | +24.6% |
| 6M | +9.5% | -33.9% | +43.4% | +15.8% |
| YTD | +39.2% | -57.6% | +96.8% | +60.6% |
| 1Y | +38.6% | -59.7% | +98.2% | +61.6% |
| 3Y | +216.8% | -28.0% | +244.9% | +189.9% |
| 5Y | +77.5% | +91.0% | -13.5% | +14.0% |
| All | +77.5% | +87.6% | -10.1% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling