+54.8%
EBAY vs FIS
-66.7%
+121.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.1% |
| 7D | -3.0% | -9.1% | +6.1% | -0.4% |
| 30D | -3.6% | -10.4% | +6.8% | -0.6% |
| 3M | -4.4% | -3.7% | -0.8% | -3.8% |
| 6M | +12.1% | -24.8% | +36.8% | +20.7% |
| YTD | +19.9% | -41.6% | +61.5% | +38.8% |
| 1Y | +13.4% | -42.7% | +56.1% | +31.7% |
| 3Y | +150.5% | -26.2% | +176.7% | +164.6% |
| 5Y | +54.8% | -66.1% | +121.0% | +116.0% |
| All | +54.8% | -66.7% | +121.6% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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