+1,229.9%
EBAY vs FN
+3,620.5%
-2,390.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.5% | -2.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | -6.7% | -22.0% | +15.3% | -4.1% |
| 3M | -5.0% | -43.0% | +38.0% | +1.2% |
| 6M | +14.6% | -27.7% | +42.4% | +16.1% |
| YTD | +19.8% | -10.5% | +30.3% | +16.5% |
| 1Y | +12.6% | +12.5% | +0.1% | +4.7% |
| 3Y | +141.0% | +153.8% | -12.8% | +84.3% |
| 5Y | +47.5% | +288.0% | -240.5% | +1.8% |
| 10Y | +263.3% | +906.4% | -643.2% | +103.6% |
| All | +1,229.9% | +3,620.5% | -2,390.6% | +486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling