+276.1%
EBAY vs UL
+66.7%
+209.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +4.2% | -3.4% | +7.6% | +5.2% |
| 30D | +5.6% | +0.5% | +5.2% | +5.5% |
| 3M | -1.4% | +7.2% | -8.6% | -3.4% |
| 6M | +18.2% | -3.1% | +21.3% | +18.9% |
| YTD | +24.8% | -2.7% | +27.6% | +25.0% |
| 1Y | +18.0% | -10.2% | +28.3% | +21.0% |
| 3Y | +160.3% | +20.3% | +140.0% | +142.1% |
| 5Y | +62.1% | +19.9% | +42.2% | +48.8% |
| All | +276.1% | +66.7% | +209.4% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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