+391.6%
EBAY vs FITB
+212.2%
+179.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -0.9% | +2.8% | -3.6% | -1.5% |
| 30D | +3.5% | +9.8% | -6.3% | +1.1% |
| 3M | +16.0% | -5.2% | +21.1% | +17.4% |
| 6M | +7.6% | +17.3% | -9.7% | +3.1% |
| YTD | +40.1% | +19.3% | +20.8% | +33.1% |
| 1Y | +45.0% | +32.7% | +12.3% | +34.1% |
| 3Y | +228.1% | +141.6% | +86.5% | +156.4% |
| 5Y | +78.6% | +48.9% | +29.8% | +54.0% |
| All | +391.6% | +212.2% | +179.5% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling