+28.6%
XLB vs EBAY
+77.3%
-48.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | +5.2% | +3.5% | +1.7% | +4.2% |
| 3M | +0.3% | +16.0% | -15.7% | -3.6% |
| 6M | +1.2% | +7.6% | -6.5% | -1.3% |
| YTD | +16.6% | +40.1% | -23.5% | +5.1% |
| 1Y | +21.4% | +45.0% | -23.6% | +8.2% |
| 3Y | +43.2% | +228.1% | -184.9% | -8.0% |
| All | +28.6% | +77.3% | -48.7% | -7.3% |
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