+54.8%
EBAY vs EL
-68.4%
+123.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.4% |
| 7D | -3.0% | -2.4% | -0.6% | -2.5% |
| 30D | -3.6% | +13.7% | -17.3% | -6.8% |
| 3M | -4.4% | +14.5% | -18.9% | -7.9% |
| 6M | +12.1% | +7.4% | +4.7% | +8.7% |
| YTD | +19.9% | -4.7% | +24.6% | +18.3% |
| 1Y | +13.4% | +12.9% | +0.4% | +6.2% |
| 3Y | +150.5% | -32.2% | +182.7% | +162.9% |
| 5Y | +54.8% | -68.4% | +123.2% | +114.2% |
| All | +54.8% | -68.4% | +123.2% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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