+61.9%
EBAY vs BTI
+118.0%
-56.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | +5.6% | -1.1% | +6.7% | +5.9% |
| 3M | -1.4% | -8.8% | +7.4% | +0.7% |
| 6M | +18.2% | -4.0% | +22.2% | +18.9% |
| YTD | +24.8% | +0.4% | +24.5% | +23.8% |
| 1Y | +18.0% | +1.9% | +16.1% | +16.4% |
| 3Y | +160.3% | +108.5% | +51.8% | +111.8% |
| All | +61.9% | +118.0% | -56.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling