+58.1%
EBAY vs BAX
-67.5%
+125.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.6% |
| 7D | -0.8% | -5.4% | +4.7% | +0.3% |
| 30D | -0.6% | -12.4% | +11.8% | +1.9% |
| 3M | -1.0% | +19.1% | -20.1% | -5.1% |
| 6M | +16.3% | +38.6% | -22.3% | +7.6% |
| YTD | +21.7% | +26.7% | -5.0% | +14.0% |
| 1Y | +16.5% | +1.0% | +15.5% | +14.5% |
| 3Y | +154.2% | -33.9% | +188.0% | +172.2% |
| 5Y | +58.1% | -67.0% | +125.1% | +129.9% |
| All | +58.1% | -67.5% | +125.5% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling