+399.2%
EBAY vs FTV
+89.3%
+309.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | -6.3% | -8.3% | +2.0% | -3.4% |
| 3M | -3.3% | -7.4% | +4.1% | -0.9% |
| 6M | +13.5% | -1.2% | +14.7% | +13.3% |
| YTD | +21.2% | +2.7% | +18.5% | +18.7% |
| 1Y | +13.9% | +18.4% | -4.6% | +5.2% |
| 3Y | +153.1% | -2.0% | +155.1% | +147.0% |
| 5Y | +54.5% | +3.4% | +51.1% | +44.9% |
| 10Y | +262.7% | +78.5% | +184.2% | +176.6% |
| All | +399.2% | +89.3% | +309.8% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling