+391.6%
EBAY vs VFC
-48.6%
+440.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | 0.0% |
| 7D | -0.9% | +1.6% | -2.5% | -1.2% |
| 30D | +3.5% | +25.5% | -22.0% | -1.0% |
| 3M | +16.0% | +41.3% | -25.3% | +8.4% |
| 6M | +7.6% | +22.2% | -14.6% | +2.6% |
| YTD | +40.1% | +16.4% | +23.7% | +34.2% |
| 1Y | +45.0% | +38.4% | +6.6% | +33.9% |
| 3Y | +228.1% | +56.2% | +171.9% | +163.9% |
| 5Y | +78.6% | -68.2% | +146.8% | +115.4% |
| All | +391.6% | -48.6% | +440.3% | +468.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling