+1,630.9%
EBAY vs FTI
+2,117.5%
-486.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.6% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -6.3% | +12.3% | -18.7% | -8.9% |
| 3M | -3.3% | +13.8% | -17.0% | -6.5% |
| 6M | +13.5% | +24.3% | -10.8% | +7.0% |
| YTD | +21.2% | +75.8% | -54.6% | +5.4% |
| 1Y | +13.9% | +99.6% | -85.8% | -4.2% |
| 3Y | +153.1% | +278.4% | -125.3% | +77.8% |
| 5Y | +54.5% | +1,168.7% | -1,114.2% | -22.4% |
| 10Y | +262.7% | +297.5% | -34.8% | +111.0% |
| All | +1,630.9% | +2,117.5% | -486.5% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling