+37.6%
XLC vs EBAY
+53.1%
-15.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -1.4% | -3.0% | +1.6% | -0.5% |
| 30D | -0.9% | -3.6% | +2.7% | +0.1% |
| 3M | -0.3% | -4.4% | +4.1% | +0.6% |
| 6M | -5.2% | +12.1% | -17.2% | -9.2% |
| YTD | -5.3% | +19.9% | -25.2% | -11.6% |
| 1Y | -2.8% | +13.4% | -16.2% | -8.4% |
| 3Y | +71.2% | +150.5% | -79.3% | +14.6% |
| 5Y | +37.6% | +54.8% | -17.2% | -1.0% |
| All | +37.6% | +53.1% | -15.5% | -1.0% |
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