+1,775.1%
EBAY vs FIS
+238.5%
+1,536.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | -0.9% |
| 7D | -0.9% | +2.8% | -3.7% | -2.1% |
| 30D | +3.5% | -16.7% | +20.2% | +8.0% |
| 3M | +16.0% | -32.3% | +48.3% | +30.9% |
| 6M | +7.6% | -29.1% | +36.7% | +18.5% |
| YTD | +40.1% | -54.1% | +94.2% | +81.5% |
| 1Y | +45.0% | -53.7% | +98.8% | +87.1% |
| 3Y | +228.1% | -38.8% | +267.0% | +269.5% |
| 5Y | +78.6% | -71.1% | +149.7% | +159.5% |
| 10Y | +378.8% | -53.1% | +431.9% | +428.3% |
| All | +1,775.1% | +238.5% | +1,536.6% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling