+552.8%
XLP vs EBAY
+2,476.2%
-1,923.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +10.3% | +13.3% | -3.1% | +9.0% |
| 3M | +6.5% | +11.1% | -4.5% | +5.5% |
| 6M | +8.4% | +13.4% | -5.0% | +7.0% |
| YTD | +18.2% | +41.3% | -23.1% | +14.2% |
| 1Y | +22.4% | +52.8% | -30.3% | +17.4% |
| 3Y | +41.9% | +217.6% | -175.7% | +26.5% |
| 5Y | +40.9% | +76.2% | -35.4% | +31.1% |
| 10Y | +128.4% | +394.8% | -266.4% | +93.1% |
| All | +552.8% | +2,476.2% | -1,923.4% | +366.3% |
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