+1,734.8%
EBAY vs BG
+1,181.2%
+553.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | -3.6% | +10.3% | -13.9% | -5.8% |
| 3M | -4.4% | -1.9% | -2.6% | -4.4% |
| 6M | +12.1% | +5.2% | +6.8% | +10.0% |
| YTD | +19.9% | +41.2% | -21.2% | +9.7% |
| 1Y | +13.4% | +50.5% | -37.1% | +1.8% |
| 3Y | +150.5% | +19.9% | +130.6% | +134.0% |
| 5Y | +54.8% | +86.7% | -31.9% | +28.1% |
| 10Y | +268.1% | +167.5% | +100.6% | +164.6% |
| All | +1,734.8% | +1,181.2% | +553.6% | +958.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling