+347.0%
EWZ vs EBAY
+2,106.8%
-1,759.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.4% |
| 7D | +0.1% | -2.6% | +2.7% | +0.8% |
| 30D | -25.9% | +3.2% | -29.1% | -26.6% |
| 3M | -6.1% | +17.8% | -23.9% | -10.9% |
| 6M | -16.1% | +9.5% | -25.6% | -19.0% |
| YTD | +1.0% | +39.2% | -38.2% | -10.0% |
| 1Y | 0.0% | +38.6% | -38.6% | -10.9% |
| 3Y | +16.8% | +216.8% | -200.0% | -22.3% |
| 5Y | +52.1% | +77.5% | -25.4% | +18.0% |
| 10Y | +63.6% | +375.7% | -312.1% | -11.4% |
| All | +347.0% | +2,106.8% | -1,759.8% | +41.0% |
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