+384.9%
EBAY vs BURL
+261.4%
+123.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.6% |
| 7D | 0.0% | +7.7% | -7.7% | -1.3% |
| 30D | +7.8% | -7.1% | +15.0% | +9.2% |
| 3M | +8.4% | -30.3% | +38.7% | +15.3% |
| 6M | +13.0% | -15.5% | +28.5% | +15.5% |
| YTD | +40.2% | -11.0% | +51.1% | +41.5% |
| 1Y | +46.2% | -8.4% | +54.6% | +46.2% |
| 3Y | +218.4% | +96.7% | +121.7% | +169.0% |
| 5Y | +78.6% | -14.1% | +92.7% | +66.5% |
| 10Y | +384.9% | +255.1% | +129.8% | +302.3% |
| All | +384.9% | +261.4% | +123.5% | +302.3% |
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