+384.0%
EBAY vs Z
+7.8%
+376.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | 0.0% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | +3.5% | +5.2% | -1.7% | +2.2% |
| 3M | +16.0% | -17.0% | +33.0% | +18.9% |
| 6M | +7.6% | -22.7% | +30.3% | +11.3% |
| YTD | +40.1% | -56.3% | +96.4% | +58.8% |
| 1Y | +45.0% | -57.7% | +102.7% | +65.0% |
| 3Y | +228.1% | -16.5% | +244.7% | +222.3% |
| 5Y | +78.6% | -53.4% | +132.0% | +85.1% |
| 10Y | +378.8% | -15.9% | +394.7% | +326.3% |
| All | +384.0% | +7.8% | +376.2% | +304.6% |
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