+78.6%
EBAY vs ES
+2.9%
+75.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | +7.8% | +5.7% | +2.1% | +5.8% |
| 3M | +8.4% | -2.8% | +11.2% | +9.3% |
| 6M | +13.0% | +7.0% | +6.0% | +10.0% |
| YTD | +40.2% | +6.8% | +33.4% | +36.0% |
| 1Y | +46.2% | -0.5% | +46.7% | +44.8% |
| 3Y | +218.4% | +47.2% | +171.2% | +164.3% |
| 5Y | +78.6% | +2.3% | +76.3% | +72.6% |
| All | +78.6% | +2.9% | +75.7% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling