+54.8%
EBAY vs EMB
+7.1%
+47.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -3.6% | -0.3% | -3.3% | -3.3% |
| 3M | -4.4% | -0.3% | -4.2% | -4.1% |
| 6M | +12.1% | +0.7% | +11.3% | +11.1% |
| YTD | +19.9% | +1.3% | +18.7% | +18.2% |
| 1Y | +13.4% | +4.7% | +8.7% | +7.6% |
| 3Y | +150.5% | +30.1% | +120.4% | +86.9% |
| 5Y | +54.8% | +6.9% | +48.0% | +33.0% |
| All | +54.8% | +7.1% | +47.7% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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