+142.5%
XLC vs EBAY
+206.0%
-63.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -0.8% | -2.1% | +1.2% | -0.2% |
| 30D | +1.0% | -6.7% | +7.7% | +3.1% |
| 3M | -0.7% | -5.0% | +4.3% | +0.5% |
| 6M | -5.1% | +14.6% | -19.8% | -9.9% |
| YTD | -4.3% | +19.8% | -24.1% | -10.8% |
| 1Y | -0.6% | +12.6% | -13.1% | -6.2% |
| 3Y | +72.7% | +141.0% | -68.3% | +20.4% |
| 5Y | +38.0% | +47.5% | -9.5% | +10.2% |
| All | +142.5% | +206.0% | -63.5% | +27.7% |
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