+49.3%
FERG vs EBAY
+152.6%
-103.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -11.8% | -0.6% | -11.2% | -11.8% |
| 3M | -1.2% | -1.0% | -0.2% | -1.6% |
| 6M | -2.3% | +16.3% | -18.6% | -6.3% |
| YTD | +0.8% | +21.7% | -20.9% | -4.5% |
| 1Y | +0.5% | +16.5% | -16.0% | -4.6% |
| All | +49.3% | +152.6% | -103.2% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling