+58.1%
EBAY vs FTV
-3.0%
+61.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.4% |
| 7D | -0.8% | -5.2% | +4.4% | +1.4% |
| 30D | -0.6% | -11.5% | +10.9% | +4.4% |
| 3M | -1.0% | -9.0% | +8.0% | +2.5% |
| 6M | +16.3% | -2.0% | +18.3% | +16.3% |
| YTD | +21.7% | -0.9% | +22.6% | +20.4% |
| 1Y | +16.5% | +14.8% | +1.7% | +7.0% |
| 3Y | +154.2% | -5.5% | +159.7% | +150.0% |
| 5Y | +58.1% | -1.9% | +59.9% | +39.9% |
| All | +58.1% | -3.0% | +61.0% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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