+325.3%
EBAY vs ESTC
+25.9%
+299.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | -0.9% | +2.4% | -3.3% | -1.3% |
| 30D | +3.5% | -4.2% | +7.7% | +3.9% |
| 3M | +16.0% | +2.5% | +13.5% | +14.7% |
| 6M | +7.6% | +81.5% | -73.9% | -3.2% |
| YTD | +40.1% | +16.8% | +23.3% | +33.8% |
| 1Y | +45.0% | -3.5% | +48.5% | +42.3% |
| 3Y | +228.1% | +17.7% | +210.4% | +189.3% |
| 5Y | +78.6% | -51.7% | +130.4% | +73.3% |
| All | +325.3% | +25.9% | +299.4% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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