+3.6%
XLB vs EBAY
+13.5%
-9.8%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -1.0% |
| 7D | -2.9% | -3.0% | 0.0% | -2.8% |
| 30D | -3.4% | -3.6% | +0.2% | -3.1% |
| 3M | +1.6% | -4.4% | +6.0% | +1.8% |
| 6M | +3.6% | +12.1% | -8.4% | +0.2% |
| All | +3.6% | +13.5% | -9.8% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling