+397.4%
EBAY vs BURL
+247.8%
+149.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | +4.1% | +5.9% | -1.7% | +3.0% |
| 30D | +10.1% | -8.3% | +18.4% | +11.7% |
| 3M | +15.0% | -31.6% | +46.7% | +22.9% |
| 6M | +15.4% | -16.6% | +32.0% | +18.2% |
| YTD | +43.1% | -12.1% | +55.2% | +44.9% |
| 1Y | +46.9% | -10.0% | +56.8% | +47.4% |
| 3Y | +225.8% | +94.3% | +131.5% | +175.8% |
| 5Y | +84.2% | -13.2% | +97.4% | +71.6% |
| 10Y | +397.4% | +252.5% | +144.9% | +315.1% |
| All | +397.4% | +247.8% | +149.6% | +315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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