+14,014.6%
EBAY vs ES
+985.7%
+13,028.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -6.7% | -2.0% | -4.7% | -6.0% |
| 3M | -5.0% | +1.7% | -6.6% | -5.7% |
| 6M | +14.6% | -3.5% | +18.2% | +15.6% |
| YTD | +19.8% | +7.9% | +11.9% | +15.8% |
| 1Y | +12.6% | +17.2% | -4.6% | +4.9% |
| 3Y | +141.0% | +29.3% | +111.7% | +113.0% |
| 5Y | +47.5% | -5.7% | +53.3% | +45.2% |
| 10Y | +263.3% | +85.2% | +178.1% | +162.5% |
| All | +14,014.6% | +985.7% | +13,028.9% | +4,956.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling