+14.1%
EBAY vs FN
-40.4%
+54.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -0.2% |
| 7D | -2.0% | +8.0% | -10.0% | -1.1% |
| 30D | +7.0% | -19.1% | +26.2% | +5.6% |
| 3M | +16.1% | -29.8% | +45.9% | +14.1% |
| 6M | +14.1% | -43.2% | +57.3% | +10.9% |
| All | +14.1% | -40.4% | +54.5% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling