+188.5%
EBAY vs BOXX
+18.5%
+170.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | +5.6% | +0.3% | +5.3% | +5.5% |
| 3M | -1.4% | +1.0% | -2.4% | -1.9% |
| 6M | +18.2% | +1.9% | +16.3% | +16.8% |
| YTD | +24.8% | +2.7% | +22.2% | +22.9% |
| 1Y | +18.0% | +4.0% | +14.0% | +16.4% |
| 3Y | +160.3% | +14.7% | +145.6% | +160.8% |
| All | +188.5% | +18.5% | +170.1% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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