+1,315.5%
FERG vs EBAY
+1,072.3%
+243.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.2% |
| 7D | +0.9% | -3.0% | +3.9% | +1.3% |
| 30D | -15.1% | -3.6% | -11.5% | -14.7% |
| 3M | -4.8% | -4.4% | -0.4% | -4.5% |
| 6M | -2.5% | +12.1% | -14.5% | -4.5% |
| YTD | +1.8% | +19.9% | -18.1% | -1.5% |
| 1Y | -0.3% | +13.4% | -13.7% | -3.1% |
| 3Y | +52.9% | +150.5% | -97.6% | +32.0% |
| 5Y | +69.3% | +54.8% | +14.5% | +50.7% |
| 10Y | +352.7% | +268.1% | +84.6% | +276.7% |
| All | +1,315.5% | +1,072.3% | +243.2% | +1,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling