+14,235.7%
EBAY vs VFC
+190.5%
+14,045.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.9% |
| 7D | -0.8% | -3.3% | +2.5% | +0.2% |
| 30D | -0.6% | -14.0% | +13.4% | +3.8% |
| 3M | -1.0% | -22.6% | +21.6% | +5.6% |
| 6M | +16.3% | -24.7% | +41.0% | +24.0% |
| YTD | +21.7% | -29.0% | +50.7% | +31.7% |
| 1Y | +16.5% | -13.8% | +30.3% | +17.0% |
| 3Y | +154.2% | -28.2% | +182.4% | +128.5% |
| 5Y | +58.1% | -79.0% | +137.0% | +120.2% |
| 10Y | +273.5% | -69.2% | +342.7% | +297.5% |
| All | +14,235.7% | +190.5% | +14,045.2% | +4,593.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling