+160.3%
EBAY vs VYM
+65.1%
+95.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.1% |
| 7D | +4.2% | -0.8% | +5.0% | +4.8% |
| 30D | +5.6% | -2.2% | +7.9% | +7.5% |
| 3M | -1.4% | +3.1% | -4.5% | -3.7% |
| 6M | +18.2% | +9.7% | +8.5% | +9.8% |
| YTD | +24.8% | +14.9% | +10.0% | +11.8% |
| 1Y | +18.0% | +17.6% | +0.5% | +3.8% |
| 3Y | +160.3% | +65.3% | +95.0% | +56.3% |
| All | +160.3% | +65.1% | +95.2% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling