+67.6%
EWZ vs EBAY
+52.6%
+15.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.8% |
| 7D | +5.6% | -0.4% | +5.9% | +5.7% |
| 30D | +9.3% | -6.3% | +15.6% | +10.4% |
| 3M | +15.7% | -3.3% | +19.0% | +16.1% |
| 6M | +7.4% | +13.5% | -6.0% | +4.4% |
| YTD | +22.7% | +21.2% | +1.5% | +17.5% |
| 1Y | +36.4% | +13.9% | +22.5% | +31.5% |
| 3Y | +50.4% | +153.1% | -102.7% | +20.1% |
| 5Y | +67.6% | +54.5% | +13.2% | +41.4% |
| All | +67.6% | +52.6% | +15.0% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling