+153.1%
EBAY vs ECL
+58.2%
+94.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -6.3% | -2.5% | -3.8% | -5.6% |
| 3M | -3.3% | +8.3% | -11.6% | -5.8% |
| 6M | +13.5% | -1.1% | +14.6% | +13.8% |
| YTD | +21.2% | +6.5% | +14.7% | +17.6% |
| 1Y | +13.9% | +2.1% | +11.8% | +12.2% |
| 3Y | +153.1% | +57.6% | +95.5% | +112.3% |
| All | +153.1% | +58.2% | +94.9% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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