+811.7%
XLB vs EBAY
+2,109.3%
-1,297.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.2% | -0.4% | +0.1% | -0.2% |
| 30D | -1.7% | -6.3% | +4.6% | -0.8% |
| 3M | +4.4% | -3.3% | +7.6% | +4.7% |
| 6M | +5.0% | +13.5% | -8.4% | +2.4% |
| YTD | +15.5% | +21.2% | -5.7% | +11.1% |
| 1Y | +14.9% | +13.9% | +1.0% | +11.3% |
| 3Y | +34.5% | +153.1% | -118.6% | +12.9% |
| 5Y | +36.5% | +54.5% | -17.9% | +22.7% |
| 10Y | +159.6% | +262.7% | -103.1% | +100.6% |
| All | +811.7% | +2,109.3% | -1,297.5% | +458.8% |
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