+61.9%
EBAY vs ELV
+24.6%
+37.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.4% | +3.1% |
| 7D | +4.2% | +2.8% | +1.4% | +3.7% |
| 30D | +5.6% | +4.9% | +0.7% | +4.7% |
| 3M | -1.4% | +4.9% | -6.3% | -2.6% |
| 6M | +18.2% | +45.1% | -26.9% | +9.4% |
| YTD | +24.8% | +20.7% | +4.2% | +19.2% |
| 1Y | +18.0% | +35.0% | -17.0% | +10.1% |
| 3Y | +160.3% | -2.4% | +162.7% | +158.2% |
| All | +61.9% | +24.6% | +37.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling