+760.7%
EBAY vs XYL
+466.0%
+294.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | -0.1% |
| 7D | -0.4% | +1.8% | -2.2% | -1.1% |
| 30D | -6.3% | -9.2% | +2.9% | -2.7% |
| 3M | -3.3% | -0.3% | -3.0% | -3.7% |
| 6M | +13.5% | -11.0% | +24.4% | +18.0% |
| YTD | +21.2% | -19.2% | +40.4% | +30.8% |
| 1Y | +13.9% | -21.2% | +35.1% | +24.1% |
| 3Y | +153.1% | +18.6% | +134.5% | +131.6% |
| 5Y | +54.5% | -14.3% | +68.8% | +57.2% |
| 10Y | +262.7% | +141.0% | +121.7% | +142.2% |
| All | +760.7% | +466.0% | +294.7% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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