+702.8%
EBAY vs VIG
+614.0%
+88.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -3.0% | -1.2% | -1.8% | -1.8% |
| 30D | -3.6% | -2.8% | -0.8% | -0.6% |
| 3M | -4.4% | +2.5% | -6.9% | -7.0% |
| 6M | +12.1% | +8.1% | +4.0% | +2.9% |
| YTD | +19.9% | +9.6% | +10.4% | +8.5% |
| 1Y | +13.4% | +14.2% | -0.8% | -1.9% |
| 3Y | +150.5% | +56.1% | +94.4% | +52.8% |
| 5Y | +54.8% | +62.8% | -8.0% | -8.4% |
| 10Y | +268.1% | +248.2% | +19.9% | -12.4% |
| All | +702.8% | +614.0% | +88.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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