+160.3%
EBAY vs BROS
+59.1%
+101.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +4.2% | -5.8% | +10.0% | +4.6% |
| 30D | +5.6% | -14.0% | +19.6% | +6.8% |
| 3M | -1.4% | -32.5% | +31.1% | +1.2% |
| 6M | +18.2% | -14.9% | +33.1% | +19.0% |
| YTD | +24.8% | -28.3% | +53.1% | +26.9% |
| 1Y | +18.0% | -34.0% | +52.0% | +20.3% |
| 3Y | +160.3% | +63.0% | +97.3% | +130.7% |
| All | +160.3% | +59.1% | +101.2% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling