+54.8%
EBAY vs ECL
+25.4%
+29.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | 0.0% |
| 7D | -3.0% | -2.7% | -0.2% | -1.7% |
| 30D | -3.6% | -4.3% | +0.7% | -1.6% |
| 3M | -4.4% | +3.2% | -7.7% | -6.1% |
| 6M | +12.1% | -2.9% | +15.0% | +13.1% |
| YTD | +19.9% | +4.3% | +15.7% | +16.0% |
| 1Y | +13.4% | +1.6% | +11.7% | +10.9% |
| 3Y | +150.5% | +54.3% | +96.2% | +90.3% |
| 5Y | +54.8% | +26.5% | +28.3% | +17.8% |
| All | +54.8% | +25.4% | +29.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling