+313.9%
EBAY vs Z
+25.1%
+288.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -2.1% | -3.0% | +0.9% | -1.6% |
| 30D | -6.7% | -4.2% | -2.5% | -6.1% |
| 3M | -5.0% | -3.7% | -1.3% | -4.8% |
| 6M | +14.6% | -24.5% | +39.2% | +19.4% |
| YTD | +19.8% | -49.3% | +69.1% | +33.2% |
| 1Y | +12.6% | -58.7% | +71.2% | +29.0% |
| 3Y | +141.0% | -34.1% | +175.1% | +147.6% |
| 5Y | +47.5% | -64.5% | +112.1% | +57.0% |
| 10Y | +263.3% | -0.5% | +263.8% | +216.3% |
| All | +313.9% | +25.1% | +288.8% | +239.4% |
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