+67.0%
EWZ vs EBAY
+397.4%
-330.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +0.6% | -2.0% | +2.6% | +1.1% |
| 30D | -25.5% | +7.0% | -32.5% | -26.8% |
| 3M | -4.5% | +16.1% | -20.6% | -8.4% |
| 6M | -15.3% | +14.1% | -29.4% | -18.7% |
| YTD | +3.1% | +42.1% | -39.1% | -7.5% |
| 1Y | +1.2% | +42.4% | -41.2% | -9.3% |
| 3Y | +19.3% | +223.5% | -204.3% | -19.8% |
| 5Y | +52.3% | +82.8% | -30.5% | +21.1% |
| 10Y | +67.0% | +385.7% | -318.7% | -14.6% |
| All | +67.0% | +397.4% | -330.4% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling