+166.5%
XLE vs EBAY
+78.6%
+88.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | +4.4% | -2.6% | +7.0% | +4.7% |
| 30D | -4.3% | +3.2% | -7.5% | -4.7% |
| 3M | +6.0% | +17.8% | -11.8% | +3.7% |
| 6M | +13.2% | +9.5% | +3.8% | +11.4% |
| YTD | +46.7% | +39.2% | +7.5% | +38.5% |
| 1Y | +46.6% | +38.6% | +8.0% | +38.4% |
| 3Y | +69.6% | +216.8% | -147.3% | +32.3% |
| 5Y | +166.5% | +77.5% | +89.0% | +124.0% |
| All | +166.5% | +78.6% | +88.0% | +124.0% |
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