+164.2%
XLB vs EBAY
+378.9%
-214.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | +5.2% | +3.5% | +1.7% | +4.1% |
| 3M | +0.3% | +16.0% | -15.7% | -3.9% |
| 6M | +1.2% | +7.6% | -6.5% | -1.5% |
| YTD | +16.6% | +40.1% | -23.5% | +4.5% |
| 1Y | +21.4% | +45.0% | -23.6% | +7.6% |
| 3Y | +43.2% | +228.1% | -184.9% | -5.1% |
| 5Y | +28.0% | +78.6% | -50.6% | -0.6% |
| All | +164.2% | +378.9% | -214.8% | +44.5% |
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