+268.1%
EBAY vs ES
+83.1%
+185.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.6% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -3.6% | -1.0% | -2.6% | -3.3% |
| 3M | -4.4% | +1.5% | -5.9% | -4.9% |
| 6M | +12.1% | -3.5% | +15.5% | +12.9% |
| YTD | +19.9% | +7.0% | +13.0% | +17.0% |
| 1Y | +13.4% | +15.3% | -1.9% | +7.6% |
| 3Y | +150.5% | +30.2% | +120.3% | +126.0% |
| 5Y | +54.8% | -4.3% | +59.1% | +51.8% |
| 10Y | +268.1% | +87.5% | +180.6% | +234.9% |
| All | +268.1% | +83.1% | +185.0% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling