+276.1%
EBAY vs USFR
+28.1%
+247.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.0% |
| 30D | +5.6% | +0.4% | +5.3% | +5.2% |
| 3M | -1.4% | +1.0% | -2.4% | -2.5% |
| 6M | +18.2% | +2.0% | +16.2% | +15.7% |
| YTD | +24.8% | +2.8% | +22.1% | +21.2% |
| 1Y | +18.0% | +4.1% | +13.9% | +13.0% |
| 3Y | +160.3% | +14.1% | +146.1% | +130.6% |
| 5Y | +62.1% | +20.6% | +41.6% | +35.9% |
| All | +276.1% | +28.1% | +247.9% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling