+543.5%
EBAY vs EFV
+253.2%
+290.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -3.0% | -0.5% | -2.5% | -2.6% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -4.4% | +8.4% | -12.9% | -10.1% |
| 6M | +12.1% | +12.3% | -0.3% | +2.3% |
| YTD | +19.9% | +17.4% | +2.5% | +5.6% |
| 1Y | +13.4% | +27.1% | -13.7% | -5.9% |
| 3Y | +150.5% | +90.7% | +59.8% | +52.3% |
| 5Y | +54.8% | +95.6% | -40.8% | -7.6% |
| 10Y | +268.1% | +165.3% | +102.8% | +69.1% |
| All | +543.5% | +253.2% | +290.3% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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