+267.4%
EBAY vs ELF
+334.6%
-67.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.6% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -6.3% | +5.9% | -12.2% | -7.0% |
| 3M | -3.3% | +99.5% | -102.8% | -10.0% |
| 6M | +13.5% | +26.5% | -13.1% | +10.0% |
| YTD | +21.2% | +37.2% | -16.0% | +16.1% |
| 1Y | +13.9% | -24.4% | +38.3% | +14.6% |
| 3Y | +153.1% | -23.3% | +176.4% | +142.1% |
| 5Y | +54.5% | +245.2% | -190.7% | +19.3% |
| All | +267.4% | +334.6% | -67.2% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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