+152.6%
EBAY vs Z
-36.8%
+189.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.6% | +2.3% |
| 7D | -0.4% | -3.3% | +2.9% | +0.2% |
| 30D | -6.3% | -3.7% | -2.6% | -5.8% |
| 3M | -3.3% | -7.0% | +3.7% | -2.5% |
| 6M | +13.5% | -29.5% | +43.0% | +19.8% |
| YTD | +21.2% | -52.6% | +73.7% | +36.3% |
| 1Y | +13.9% | -64.0% | +77.9% | +33.4% |
| All | +152.6% | -36.8% | +189.4% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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