+351.3%
FERG vs EBAY
+285.8%
+65.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | -2.6% | +4.2% | -6.8% | -3.4% |
| 30D | -8.9% | +5.6% | -14.5% | -10.0% |
| 3M | -2.0% | -1.4% | -0.6% | -2.2% |
| 6M | -3.2% | +18.2% | -21.4% | -7.3% |
| YTD | +1.5% | +24.8% | -23.3% | -4.2% |
| 1Y | +0.5% | +18.0% | -17.5% | -4.6% |
| 3Y | +50.4% | +160.3% | -109.9% | +18.1% |
| 5Y | +68.7% | +62.1% | +6.5% | +39.0% |
| All | +351.3% | +285.8% | +65.5% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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