+434.8%
EBAY vs USFR
+27.6%
+407.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.6% | +0.3% | -0.9% | -0.8% |
| 3M | -1.0% | +1.0% | -2.0% | -1.4% |
| 6M | +16.3% | +1.9% | +14.3% | +15.2% |
| YTD | +21.7% | +2.7% | +19.0% | +20.2% |
| 1Y | +16.5% | +4.0% | +12.5% | +14.4% |
| 3Y | +154.2% | +14.1% | +140.1% | +140.2% |
| 5Y | +58.1% | +20.5% | +37.6% | +45.8% |
| 10Y | +273.5% | +28.0% | +245.4% | +237.7% |
| All | +434.8% | +27.6% | +407.2% | +390.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling