+828.4%
EBAY vs XRT
+514.3%
+314.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.6% |
| 30D | -6.7% | -4.2% | -2.5% | -4.2% |
| 3M | -5.0% | +5.1% | -10.1% | -8.1% |
| 6M | +14.6% | +2.4% | +12.2% | +12.2% |
| YTD | +19.8% | +3.2% | +16.6% | +16.7% |
| 1Y | +12.6% | +1.5% | +11.1% | +10.7% |
| 3Y | +141.0% | +40.6% | +100.4% | +88.5% |
| 5Y | +47.5% | -1.0% | +48.5% | +41.1% |
| 10Y | +263.3% | +128.4% | +134.8% | +80.0% |
| All | +828.4% | +514.3% | +314.1% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling