+822.0%
EBAY vs ACWI
+356.8%
+465.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.1% | +0.5% | -2.6% | -2.6% |
| 30D | -6.7% | +0.9% | -7.5% | -7.5% |
| 3M | -5.0% | +2.4% | -7.4% | -7.5% |
| 6M | +14.6% | +12.4% | +2.3% | +2.0% |
| YTD | +19.8% | +15.2% | +4.7% | +4.3% |
| 1Y | +12.6% | +22.7% | -10.1% | -7.6% |
| 3Y | +141.0% | +75.8% | +65.2% | +39.2% |
| 5Y | +47.5% | +67.7% | -20.2% | -10.0% |
| 10Y | +263.3% | +229.0% | +34.3% | +14.9% |
| All | +822.0% | +356.8% | +465.1% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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