+652.1%
EBAY vs FIVE
+862.5%
-210.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +7.0% | +17.4% | -10.4% | +4.0% |
| 3M | +16.1% | +7.0% | +9.0% | +14.4% |
| 6M | +14.1% | +20.5% | -6.3% | +9.7% |
| YTD | +42.1% | +33.1% | +9.0% | +33.9% |
| 1Y | +42.4% | +67.1% | -24.7% | +28.8% |
| 3Y | +223.5% | +41.9% | +181.6% | +188.2% |
| 5Y | +82.8% | +21.1% | +61.7% | +63.2% |
| 10Y | +385.7% | +518.8% | -133.1% | +223.2% |
| All | +652.1% | +862.5% | -210.5% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling