+160.3%
EBAY vs BRO
-7.6%
+167.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.2% | -7.3% | +11.5% | +5.7% |
| 30D | +5.6% | -6.9% | +12.5% | +7.1% |
| 3M | -1.4% | +10.7% | -12.1% | -3.3% |
| 6M | +18.2% | -2.7% | +20.9% | +19.0% |
| YTD | +24.8% | -16.3% | +41.2% | +29.8% |
| 1Y | +18.0% | -29.1% | +47.1% | +28.0% |
| 3Y | +160.3% | -7.8% | +168.1% | +154.5% |
| All | +160.3% | -7.6% | +167.9% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling