+102.9%
XLP vs EBAY
+264.9%
-162.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.4% | -0.4% | -1.1% | -1.4% |
| 30D | -1.3% | -6.3% | +5.0% | -0.3% |
| 3M | +1.8% | -3.3% | +5.1% | +2.2% |
| 6M | -0.8% | +13.5% | -14.3% | -3.4% |
| YTD | +9.5% | +21.2% | -11.7% | +5.2% |
| 1Y | +7.2% | +13.9% | -6.7% | +3.5% |
| 3Y | +27.1% | +153.1% | -126.0% | +3.6% |
| 5Y | +32.0% | +54.5% | -22.4% | +15.8% |
| 10Y | +102.9% | +262.7% | -159.8% | +42.9% |
| All | +102.9% | +264.9% | -162.0% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling