+276.1%
EBAY vs VIVK
-100.0%
+376.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.4% | +10.0% | +2.6% |
| 7D | +4.2% | -4.4% | +8.6% | +4.2% |
| 30D | +5.6% | -40.8% | +46.4% | +5.8% |
| 3M | -1.4% | -94.1% | +92.7% | -0.4% |
| 6M | +18.2% | -98.2% | +116.4% | +19.8% |
| YTD | +24.8% | -98.0% | +122.9% | +26.1% |
| 1Y | +18.0% | -100.0% | +118.0% | +21.1% |
| 3Y | +160.3% | -100.0% | +260.2% | +166.0% |
| 5Y | +62.1% | -100.0% | +162.1% | +65.8% |
| All | +276.1% | -100.0% | +376.1% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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