+80.5%
EBAY vs FICO
+81.4%
-0.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +13.3% | +3.3% | +10.0% | +12.2% |
| 3M | +11.1% | -31.7% | +42.8% | +17.6% |
| 6M | +13.4% | -34.0% | +47.4% | +19.8% |
| YTD | +41.3% | -58.3% | +99.6% | +63.5% |
| 1Y | +52.8% | -57.9% | +110.7% | +76.4% |
| 3Y | +217.6% | -24.1% | +241.6% | +184.0% |
| All | +80.5% | +81.4% | -0.9% | +17.1% |
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