+1,201.4%
EBAY vs VIVK
-100.0%
+1,301.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -1.0% |
| 7D | -3.0% | -7.9% | +4.9% | -3.0% |
| 30D | -3.6% | -42.0% | +38.4% | -3.6% |
| 3M | -4.4% | -92.5% | +88.1% | -4.3% |
| 6M | +12.1% | -98.0% | +110.1% | +12.3% |
| YTD | +19.9% | -97.9% | +117.8% | +20.1% |
| 1Y | +13.4% | -100.0% | +113.3% | +13.9% |
| 3Y | +150.5% | -100.0% | +250.5% | +151.4% |
| 5Y | +54.8% | -100.0% | +154.8% | +55.4% |
| 10Y | +268.1% | -100.0% | +368.1% | +268.1% |
| All | +1,201.4% | -100.0% | +1,301.4% | +1,203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling