+1,537.9%
EBAY vs BLK
+12,788.7%
-11,250.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.8% | -5.2% | +4.4% | +1.5% |
| 30D | -0.6% | -7.0% | +6.4% | +2.4% |
| 3M | -1.0% | +5.7% | -6.7% | -3.9% |
| 6M | +16.3% | +11.0% | +5.3% | +10.0% |
| YTD | +21.7% | +0.9% | +20.8% | +19.6% |
| 1Y | +16.5% | -1.6% | +18.1% | +15.5% |
| 3Y | +154.2% | +64.5% | +89.7% | +97.9% |
| 5Y | +58.1% | +30.9% | +27.2% | +34.8% |
| 10Y | +273.5% | +275.1% | -1.6% | +94.2% |
| All | +1,537.9% | +12,788.7% | -11,250.9% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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