+276.1%
EBAY vs BAX
-38.1%
+314.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | +4.2% | -7.9% | +12.1% | +6.3% |
| 30D | +5.6% | -11.7% | +17.3% | +8.9% |
| 3M | -1.4% | +16.2% | -17.6% | -6.0% |
| 6M | +18.2% | +32.0% | -13.8% | +8.4% |
| YTD | +24.8% | +24.7% | +0.1% | +15.2% |
| 1Y | +18.0% | -2.6% | +20.7% | +16.6% |
| 3Y | +160.3% | -35.0% | +195.2% | +180.3% |
| 5Y | +62.1% | -67.6% | +129.7% | +125.5% |
| All | +276.1% | -38.1% | +314.2% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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