+58.1%
EBAY vs FTI
+1,109.5%
-1,051.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +1.9% |
| 7D | -0.8% | -5.6% | +4.8% | 0.0% |
| 30D | -0.6% | +0.4% | -1.0% | -0.8% |
| 3M | -1.0% | +8.1% | -9.1% | -2.4% |
| 6M | +16.3% | +16.7% | -0.4% | +12.9% |
| YTD | +21.7% | +70.0% | -48.3% | +11.4% |
| 1Y | +16.5% | +85.4% | -68.9% | +4.9% |
| 3Y | +154.2% | +265.9% | -111.8% | +99.1% |
| 5Y | +58.1% | +1,072.7% | -1,014.7% | -2.1% |
| All | +58.1% | +1,109.5% | -1,051.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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