+276.1%
EBAY vs ELV
+280.2%
-4.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +4.2% | +3.2% | +1.0% | +3.5% |
| 30D | +5.6% | +5.4% | +0.3% | +4.4% |
| 3M | -1.4% | +5.4% | -6.7% | -2.9% |
| 6M | +18.2% | +45.7% | -27.5% | +8.0% |
| YTD | +24.8% | +21.2% | +3.6% | +18.2% |
| 1Y | +18.0% | +35.6% | -17.6% | +8.8% |
| 3Y | +160.3% | -2.0% | +162.3% | +154.8% |
| 5Y | +62.1% | +26.0% | +36.1% | +47.4% |
| All | +276.1% | +280.2% | -4.1% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling