+77.9%
EBAY vs FN
+169.4%
-91.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +8.0% | +1.2% |
| 7D | -0.9% | +0.3% | -1.1% | -1.0% |
| 30D | +3.5% | -16.5% | +20.0% | +4.4% |
| 3M | +16.0% | -42.1% | +58.1% | +20.1% |
| 6M | +7.6% | -52.9% | +60.5% | +12.9% |
| YTD | +40.1% | -28.0% | +68.1% | +37.5% |
| 1Y | +45.0% | -18.5% | +63.6% | +39.5% |
| 3Y | +228.1% | +93.9% | +134.3% | +153.2% |
| All | +77.9% | +169.4% | -91.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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