+136.2%
XLP vs EBAY
+375.8%
-239.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.1% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | +8.2% | +3.2% | +5.0% | +7.5% |
| 3M | +7.7% | +17.8% | -10.1% | +4.7% |
| 6M | +9.3% | +9.5% | -0.2% | +7.3% |
| YTD | +19.5% | +39.2% | -19.7% | +12.0% |
| 1Y | +21.0% | +38.6% | -17.6% | +13.4% |
| 3Y | +43.2% | +216.8% | -173.6% | +11.9% |
| 5Y | +42.7% | +77.5% | -34.8% | +22.3% |
| All | +136.2% | +375.8% | -239.7% | +56.7% |
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 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