+13.4%
EBAY vs M
+30.1%
-16.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.8% |
| 7D | -3.0% | -4.1% | +1.1% | -2.7% |
| 30D | -3.6% | -13.6% | +10.0% | -2.6% |
| 3M | -4.4% | -2.3% | -2.2% | -4.9% |
| 6M | +12.1% | +21.9% | -9.9% | +9.3% |
| YTD | +19.9% | -0.6% | +20.5% | +18.6% |
| 1Y | +13.4% | +29.7% | -16.3% | +7.1% |
| All | +13.4% | +30.1% | -16.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling