+1,473.7%
EBAY vs EXEL
+264.7%
+1,209.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | -0.4% | +1.4% | -1.7% | -0.6% |
| 30D | -6.3% | +6.7% | -13.0% | -7.4% |
| 3M | -3.3% | +11.5% | -14.7% | -5.2% |
| 6M | +13.5% | +38.8% | -25.3% | +7.1% |
| YTD | +21.2% | +31.6% | -10.4% | +15.2% |
| 1Y | +13.9% | +53.0% | -39.1% | +5.1% |
| 3Y | +153.1% | +160.8% | -7.7% | +108.9% |
| 5Y | +54.5% | +190.1% | -135.6% | +23.8% |
| 10Y | +262.7% | +367.0% | -104.3% | +142.0% |
| All | +1,473.7% | +264.7% | +1,209.0% | +577.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling