+628.2%
EBAY vs VWO
+317.6%
+310.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.4% |
| 7D | -0.8% | -1.7% | +0.9% | +0.2% |
| 30D | -0.6% | -0.3% | -0.3% | -0.6% |
| 3M | -1.0% | +4.0% | -5.0% | -3.8% |
| 6M | +16.3% | +8.1% | +8.2% | +9.8% |
| YTD | +21.7% | +11.6% | +10.1% | +12.6% |
| 1Y | +16.5% | +16.2% | +0.3% | +5.2% |
| 3Y | +154.2% | +63.3% | +90.9% | +84.1% |
| 5Y | +58.1% | +33.4% | +24.7% | +29.8% |
| 10Y | +273.5% | +113.3% | +160.2% | +122.6% |
| All | +628.2% | +317.6% | +310.6% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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