+61.9%
EBAY vs BG
+81.8%
-19.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.9% |
| 7D | +4.2% | +3.1% | +1.1% | +3.6% |
| 30D | +5.6% | +10.2% | -4.6% | +3.7% |
| 3M | -1.4% | -1.7% | +0.3% | -1.3% |
| 6M | +18.2% | +1.0% | +17.2% | +17.3% |
| YTD | +24.8% | +39.9% | -15.1% | +15.4% |
| 1Y | +18.0% | +53.2% | -35.2% | +6.8% |
| 3Y | +160.3% | +16.3% | +144.0% | +147.0% |
| All | +61.9% | +81.8% | -19.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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