+380.9%
EBAY vs Z
+4.2%
+376.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -2.6% | -4.9% | +2.3% | -1.8% |
| 30D | +3.2% | +3.0% | +0.2% | +2.3% |
| 3M | +17.8% | -13.4% | +31.2% | +19.9% |
| 6M | +9.5% | -27.3% | +36.8% | +14.4% |
| YTD | +39.2% | -57.8% | +97.0% | +58.7% |
| 1Y | +38.6% | -60.0% | +98.6% | +59.3% |
| 3Y | +216.8% | -21.5% | +238.4% | +214.6% |
| 5Y | +77.5% | -55.0% | +132.5% | +85.0% |
| 10Y | +375.7% | -18.8% | +394.4% | +326.1% |
| All | +380.9% | +4.2% | +376.7% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling