+13.4%
EBAY vs FIVE
+64.7%
-51.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | -3.0% | +1.7% | -4.7% | -3.3% |
| 30D | -3.6% | +5.0% | -8.6% | -4.6% |
| 3M | -4.4% | +29.5% | -33.9% | -9.3% |
| 6M | +12.1% | +12.4% | -0.4% | +9.4% |
| YTD | +19.9% | +31.2% | -11.3% | +12.1% |
| 1Y | +13.4% | +72.9% | -59.5% | +2.8% |
| All | +13.4% | +64.7% | -51.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling