+432.5%
EWZ vs EBAY
+1,799.5%
-1,366.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | +6.5% | -2.1% | +8.6% | +7.2% |
| 30D | +4.8% | -6.7% | +11.5% | +6.9% |
| 3M | +9.9% | -5.0% | +14.9% | +11.1% |
| 6M | +1.9% | +14.6% | -12.7% | -3.2% |
| YTD | +20.3% | +19.8% | +0.5% | +12.3% |
| 1Y | +35.6% | +12.6% | +23.0% | +28.0% |
| 3Y | +43.4% | +141.0% | -97.5% | +3.8% |
| 5Y | +55.9% | +47.5% | +8.4% | +27.8% |
| 10Y | +84.2% | +263.3% | -179.1% | +8.1% |
| All | +432.5% | +1,799.5% | -1,366.9% | +76.0% |
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