+12.6%
EBAY vs EMR
+19.4%
-6.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -2.6% |
| 7D | -2.1% | -1.5% | -0.6% | -1.9% |
| 30D | -6.7% | -5.6% | -1.1% | -5.8% |
| 3M | -5.0% | +7.9% | -12.9% | -6.8% |
| 6M | +14.6% | +6.0% | +8.6% | +12.5% |
| YTD | +19.8% | +16.4% | +3.4% | +14.4% |
| 1Y | +12.6% | +16.6% | -4.0% | +6.4% |
| All | +12.6% | +19.4% | -6.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling