+1,468.5%
EBAY vs FN
+2,887.5%
-1,419.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.8% | -2.6% |
| 7D | +0.3% | 0.0% | +0.3% | -0.3% |
| 30D | +13.3% | -34.3% | +47.7% | +18.8% |
| 3M | +11.1% | -39.9% | +50.9% | +16.8% |
| 6M | +13.4% | -51.8% | +65.3% | +21.4% |
| YTD | +41.3% | -28.1% | +69.5% | +39.8% |
| 1Y | +52.8% | -29.1% | +81.8% | +50.7% |
| 3Y | +217.6% | +102.4% | +115.1% | +147.5% |
| 5Y | +76.2% | +171.7% | -95.4% | +26.9% |
| 10Y | +394.8% | +773.5% | -378.7% | +179.2% |
| All | +1,468.5% | +2,887.5% | -1,419.0% | +603.8% |
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