+59.0%
EBAY vs BROS
+35.1%
+23.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +4.2% | -5.8% | +10.0% | +5.0% |
| 30D | +5.6% | -14.0% | +19.6% | +7.7% |
| 3M | -1.4% | -32.5% | +31.1% | +3.4% |
| 6M | +18.2% | -14.9% | +33.1% | +19.5% |
| YTD | +24.8% | -28.3% | +53.1% | +28.8% |
| 1Y | +18.0% | -34.0% | +52.0% | +22.8% |
| 3Y | +160.3% | +63.0% | +97.3% | +120.7% |
| All | +59.0% | +35.1% | +23.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling