+94.0%
EBAY vs VG
-46.6%
+140.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.8% |
| 7D | -2.0% | +5.5% | -7.5% | -2.1% |
| 30D | +7.0% | -3.6% | +10.6% | +7.0% |
| 3M | +16.1% | -4.0% | +20.1% | +16.1% |
| 6M | +14.1% | +9.4% | +4.7% | +13.3% |
| YTD | +42.1% | +86.6% | -44.5% | +38.2% |
| 1Y | +42.4% | +69.5% | -27.1% | +38.7% |
| All | +94.0% | -46.6% | +140.5% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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