+1,062.1%
EBAY vs VRSK
+585.1%
+477.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -0.8% | -7.7% | +6.9% | +2.3% |
| 30D | -0.6% | -2.8% | +2.2% | +0.3% |
| 3M | -1.0% | -3.7% | +2.7% | -0.2% |
| 6M | +16.3% | -12.8% | +29.0% | +21.1% |
| YTD | +21.7% | -21.0% | +42.7% | +31.4% |
| 1Y | +16.5% | -32.5% | +49.0% | +33.6% |
| 3Y | +154.2% | -26.5% | +180.7% | +176.5% |
| 5Y | +58.1% | -11.5% | +69.6% | +56.3% |
| 10Y | +273.5% | +125.7% | +147.8% | +143.9% |
| All | +1,062.1% | +585.1% | +477.1% | +398.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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