+14,235.7%
EBAY vs VFC
+188.5%
+14,047.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.1% |
| 7D | -0.8% | -4.0% | +3.2% | +0.4% |
| 30D | -0.6% | -14.6% | +14.0% | +4.0% |
| 3M | -1.0% | -23.1% | +22.1% | +5.8% |
| 6M | +16.3% | -25.2% | +41.5% | +24.3% |
| YTD | +21.7% | -29.5% | +51.2% | +31.9% |
| 1Y | +16.5% | -14.4% | +30.9% | +17.2% |
| 3Y | +154.2% | -28.7% | +182.9% | +129.0% |
| 5Y | +58.1% | -79.1% | +137.2% | +120.7% |
| 10Y | +273.5% | -69.4% | +342.9% | +298.3% |
| All | +14,235.7% | +188.5% | +14,047.2% | +4,603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling