+128.8%
XLP vs EBAY
+401.7%
-273.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.1% | 0.0% | 0.0% | +0.1% |
| 30D | +8.9% | +7.8% | +1.1% | +7.5% |
| 3M | +7.5% | +8.4% | -0.9% | +5.9% |
| 6M | +9.4% | +13.0% | -3.6% | +6.9% |
| YTD | +19.3% | +40.2% | -20.9% | +11.6% |
| 1Y | +21.7% | +46.2% | -24.5% | +13.0% |
| 3Y | +44.0% | +218.4% | -174.4% | +12.4% |
| 5Y | +42.8% | +78.6% | -35.8% | +22.3% |
| 10Y | +128.8% | +384.9% | -256.1% | +51.9% |
| All | +128.8% | +401.7% | -273.0% | +51.9% |
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