+54.8%
EBAY vs XRT
-2.4%
+57.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -3.0% | -2.4% | -0.6% | -1.6% |
| 30D | -3.6% | -6.9% | +3.3% | +0.5% |
| 3M | -4.4% | -0.4% | -4.0% | -4.5% |
| 6M | +12.1% | +2.2% | +9.8% | +9.8% |
| YTD | +19.9% | -0.7% | +20.6% | +19.6% |
| 1Y | +13.4% | -2.0% | +15.4% | +13.9% |
| 3Y | +150.5% | +41.0% | +109.5% | +94.3% |
| 5Y | +54.8% | -3.3% | +58.1% | +45.5% |
| All | +54.8% | -2.4% | +57.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling