+508.9%
XLP vs EBAY
+2,084.3%
-1,575.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -1.0% | -2.1% | +1.1% | -0.8% |
| 30D | -0.9% | -6.7% | +5.8% | -0.3% |
| 3M | +3.8% | -5.0% | +8.8% | +4.2% |
| 6M | -1.7% | +14.6% | -16.4% | -3.1% |
| YTD | +10.3% | +19.8% | -9.6% | +8.1% |
| 1Y | +7.8% | +12.6% | -4.8% | +6.1% |
| 3Y | +27.2% | +141.0% | -113.8% | +16.2% |
| 5Y | +32.5% | +47.5% | -15.0% | +25.2% |
| 10Y | +101.8% | +263.3% | -161.5% | +74.9% |
| All | +508.9% | +2,084.3% | -1,575.4% | +341.5% |
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