+58.1%
EBAY vs EMR
+62.1%
-4.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | -0.6% | -9.4% | +8.8% | +2.7% |
| 3M | -1.0% | +8.6% | -9.6% | -4.6% |
| 6M | +16.3% | +6.7% | +9.6% | +12.1% |
| YTD | +21.7% | +13.1% | +8.6% | +14.1% |
| 1Y | +16.5% | +12.7% | +3.8% | +9.0% |
| 3Y | +154.2% | +58.1% | +96.1% | +96.0% |
| 5Y | +58.1% | +63.6% | -5.6% | +17.0% |
| All | +58.1% | +62.1% | -4.1% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling