+160.3%
EBAY vs ELV
-2.5%
+162.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.4% | +3.3% |
| 7D | +4.2% | +2.8% | +1.4% | +3.8% |
| 30D | +5.6% | +4.9% | +0.7% | +4.9% |
| 3M | -1.4% | +4.9% | -6.3% | -2.2% |
| 6M | +18.2% | +45.1% | -26.9% | +12.0% |
| YTD | +24.8% | +20.7% | +4.2% | +20.8% |
| 1Y | +18.0% | +35.0% | -17.0% | +12.6% |
| 3Y | +160.3% | -2.4% | +162.7% | +155.7% |
| All | +160.3% | -2.5% | +162.8% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling