+749.5%
EBAY vs VYM
+484.2%
+265.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | -0.8% | -1.9% | +1.1% | +1.0% |
| 30D | -0.6% | -2.6% | +2.0% | +1.9% |
| 3M | -1.0% | +3.6% | -4.6% | -4.4% |
| 6M | +16.3% | +8.7% | +7.6% | +6.9% |
| YTD | +21.7% | +14.1% | +7.6% | +6.6% |
| 1Y | +16.5% | +17.8% | -1.3% | -1.1% |
| 3Y | +154.2% | +64.5% | +89.6% | +53.6% |
| 5Y | +58.1% | +77.5% | -19.5% | -10.1% |
| 10Y | +273.5% | +206.1% | +67.3% | +15.1% |
| All | +749.5% | +484.2% | +265.4% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling