+490.7%
EBAY vs BURL
+970.5%
-479.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.3% | +4.1% | -3.8% | -0.4% |
| 30D | +13.3% | -9.5% | +22.8% | +15.3% |
| 3M | +11.1% | -33.5% | +44.6% | +18.9% |
| 6M | +13.4% | -22.1% | +35.5% | +17.6% |
| YTD | +41.3% | -14.6% | +55.9% | +43.8% |
| 1Y | +52.8% | -8.4% | +61.1% | +52.8% |
| 3Y | +217.6% | +86.6% | +131.0% | +173.4% |
| 5Y | +76.2% | -17.2% | +93.4% | +67.0% |
| 10Y | +394.8% | +256.4% | +138.4% | +268.6% |
| All | +490.7% | +970.5% | -479.9% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling