+16,546.5%
EBAY vs FICO
+6,991.5%
+9,555.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +13.3% | +3.3% | +10.0% | +11.5% |
| 3M | +11.1% | -31.7% | +42.8% | +21.0% |
| 6M | +13.4% | -34.0% | +47.4% | +23.1% |
| YTD | +41.3% | -58.3% | +99.6% | +74.7% |
| 1Y | +52.8% | -57.9% | +110.7% | +88.1% |
| 3Y | +217.6% | -24.1% | +241.6% | +198.8% |
| 5Y | +76.2% | +85.3% | -9.1% | +17.2% |
| 10Y | +394.8% | +520.3% | -125.5% | +93.3% |
| All | +16,546.5% | +6,991.5% | +9,555.1% | +1,301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling