+78.6%
EBAY vs FIVE
+19.1%
+59.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -1.9% |
| 7D | 0.0% | +6.2% | -6.2% | -1.2% |
| 30D | +7.8% | +18.2% | -10.4% | +4.3% |
| 3M | +8.4% | +3.8% | +4.5% | +7.2% |
| 6M | +13.0% | +13.7% | -0.7% | +9.2% |
| YTD | +40.2% | +34.7% | +5.4% | +30.6% |
| 1Y | +46.2% | +66.6% | -20.4% | +30.5% |
| 3Y | +218.4% | +44.3% | +174.1% | +190.4% |
| 5Y | +78.6% | +18.8% | +59.8% | +62.7% |
| All | +78.6% | +19.1% | +59.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling