+54.5%
EBAY vs ES
-2.9%
+57.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | -6.3% | -1.2% | -5.2% | -5.9% |
| 3M | -3.3% | +5.0% | -8.3% | -4.9% |
| 6M | +13.5% | -2.8% | +16.3% | +14.2% |
| YTD | +21.2% | +8.6% | +12.6% | +17.2% |
| 1Y | +13.9% | +18.9% | -5.1% | +5.6% |
| 3Y | +153.1% | +32.1% | +121.0% | +120.8% |
| 5Y | +54.5% | -5.1% | +59.5% | +49.4% |
| All | +54.5% | -2.9% | +57.3% | +49.4% |
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