+14,028.3%
EBAY vs EME
+20,600.5%
-6,572.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | -3.0% | +2.7% | -5.7% | -3.8% |
| 30D | -3.6% | -6.8% | +3.2% | -1.8% |
| 3M | -4.4% | -8.8% | +4.4% | -3.4% |
| 6M | +12.1% | +5.0% | +7.1% | +7.6% |
| YTD | +19.9% | +23.5% | -3.6% | +8.6% |
| 1Y | +13.4% | +21.3% | -7.9% | +2.9% |
| 3Y | +150.5% | +241.1% | -90.6% | +51.8% |
| 5Y | +54.8% | +549.2% | -494.3% | -26.2% |
| 10Y | +268.1% | +1,306.4% | -1,038.3% | +22.1% |
| All | +14,028.3% | +20,600.5% | -6,572.2% | +1,313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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