+221.0%
EBAY vs NTR
+97.9%
+123.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +4.2% | -1.3% | +5.5% | +4.5% |
| 30D | +5.6% | +16.8% | -11.1% | +1.9% |
| 3M | -1.4% | +20.7% | -22.1% | -5.7% |
| 6M | +18.2% | +0.5% | +17.7% | +17.2% |
| YTD | +24.8% | +29.2% | -4.3% | +16.3% |
| 1Y | +18.0% | +39.6% | -21.6% | +7.8% |
| 3Y | +160.3% | +37.9% | +122.4% | +135.2% |
| 5Y | +62.1% | +47.1% | +15.1% | +38.0% |
| All | +221.0% | +97.9% | +123.1% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling