+641.6%
EBAY vs FIVE
+874.1%
-232.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -1.8% |
| 7D | 0.0% | +6.2% | -6.2% | -1.0% |
| 30D | +7.8% | +18.2% | -10.4% | +4.7% |
| 3M | +8.4% | +3.8% | +4.5% | +7.4% |
| 6M | +13.0% | +13.7% | -0.7% | +9.6% |
| YTD | +40.2% | +34.7% | +5.4% | +31.8% |
| 1Y | +46.2% | +66.6% | -20.4% | +32.3% |
| 3Y | +218.4% | +44.3% | +174.1% | +182.8% |
| 5Y | +78.6% | +18.8% | +59.8% | +59.9% |
| 10Y | +384.9% | +569.2% | -184.3% | +219.0% |
| All | +641.6% | +874.1% | -232.5% | +330.9% |
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