+14,607.0%
EBAY vs BRO
+3,744.6%
+10,862.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +4.2% | -7.3% | +11.5% | +7.5% |
| 30D | +5.6% | -6.9% | +12.5% | +8.8% |
| 3M | -1.4% | +10.7% | -12.1% | -6.1% |
| 6M | +18.2% | -2.7% | +20.9% | +18.1% |
| YTD | +24.8% | -16.3% | +41.2% | +32.3% |
| 1Y | +18.0% | -29.1% | +47.1% | +33.9% |
| 3Y | +160.3% | -7.8% | +168.1% | +157.7% |
| 5Y | +62.1% | +18.7% | +43.4% | +41.9% |
| 10Y | +283.1% | +291.9% | -8.7% | +92.2% |
| All | +14,607.0% | +3,744.6% | +10,862.4% | +3,360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling