+387.6%
EFA vs EBAY
+1,816.7%
-1,429.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | +0.4% |
| 30D | -1.3% | -3.6% | +2.3% | -0.4% |
| 3M | +5.2% | -4.4% | +9.6% | +6.1% |
| 6M | +9.4% | +12.1% | -2.7% | +4.7% |
| YTD | +12.7% | +19.9% | -7.2% | +5.2% |
| 1Y | +19.3% | +13.4% | +5.9% | +12.3% |
| 3Y | +66.3% | +150.5% | -84.2% | +19.1% |
| 5Y | +53.4% | +54.8% | -1.5% | +24.3% |
| 10Y | +144.4% | +268.1% | -123.6% | +41.1% |
| All | +387.6% | +1,816.7% | -1,429.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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