+62.2%
EBAY vs VSXY
+37.7%
+24.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | -3.0% | -10.7% | +7.7% | -1.9% |
| 30D | -3.6% | -24.3% | +20.7% | -0.8% |
| 3M | -4.4% | +1.0% | -5.5% | -4.9% |
| 6M | +12.1% | +57.4% | -45.3% | +4.2% |
| YTD | +19.9% | +39.8% | -19.9% | +12.6% |
| 1Y | +13.4% | +196.5% | -183.1% | -3.9% |
| 3Y | +150.5% | +357.2% | -206.8% | +81.7% |
| 5Y | +54.8% | +18.9% | +35.9% | +33.7% |
| All | +62.2% | +37.7% | +24.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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