+160.3%
EBAY vs USFR
+14.1%
+146.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.1% |
| 3M | -1.4% | +1.0% | -2.4% | -3.0% |
| 6M | +18.2% | +2.0% | +16.2% | +14.5% |
| YTD | +24.8% | +2.8% | +22.1% | +19.5% |
| 1Y | +18.0% | +4.1% | +13.9% | +10.3% |
| 3Y | +160.3% | +14.1% | +146.1% | +203.9% |
| All | +160.3% | +14.1% | +146.1% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling