+150.0%
EBAY vs EXEL
+164.8%
-14.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.1% |
| 7D | -3.0% | -0.3% | -2.6% | -3.0% |
| 30D | -3.6% | +10.1% | -13.7% | -4.6% |
| 3M | -4.4% | +10.1% | -14.5% | -5.4% |
| 6M | +12.1% | +37.7% | -25.6% | +8.7% |
| YTD | +19.9% | +33.1% | -13.2% | +16.5% |
| 1Y | +13.4% | +52.4% | -39.0% | +8.9% |
| All | +150.0% | +164.8% | -14.8% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling