+33.4%
XLB vs EBAY
+55.0%
-21.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -3.5% | -0.8% | -2.8% | -3.4% |
| 30D | -4.7% | -0.6% | -4.0% | -4.6% |
| 3M | +2.7% | -1.0% | +3.7% | +2.6% |
| 6M | +2.6% | +16.3% | -13.7% | -2.2% |
| YTD | +12.8% | +21.7% | -8.8% | +5.7% |
| 1Y | +14.0% | +16.5% | -2.6% | +7.2% |
| 3Y | +31.5% | +154.2% | -122.7% | -6.8% |
| 5Y | +33.4% | +58.1% | -24.6% | -3.1% |
| All | +33.4% | +55.0% | -21.6% | -3.1% |
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