+1,093.3%
XLI vs EBAY
+2,086.4%
-993.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -0.6% | -3.0% | +2.4% | 0.0% |
| 30D | -6.9% | -3.6% | -3.3% | -6.4% |
| 3M | -1.9% | -4.4% | +2.5% | -1.4% |
| 6M | +1.0% | +12.1% | -11.0% | -1.7% |
| YTD | +11.3% | +19.9% | -8.6% | +6.7% |
| 1Y | +15.8% | +13.4% | +2.4% | +11.6% |
| 3Y | +69.8% | +150.5% | -80.7% | +38.9% |
| 5Y | +80.9% | +54.8% | +26.1% | +59.8% |
| 10Y | +257.2% | +268.1% | -10.8% | +162.9% |
| All | +1,093.3% | +2,086.4% | -993.2% | +493.6% |
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