+631.5%
XLU vs EBAY
+2,176.0%
-1,544.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | -1.6% | +4.2% | -5.8% | -2.0% |
| 30D | -3.3% | +5.6% | -8.9% | -3.8% |
| 3M | -3.2% | -1.4% | -1.8% | -3.2% |
| 6M | -7.0% | +18.2% | -25.2% | -8.6% |
| YTD | +0.6% | +24.8% | -24.2% | -1.8% |
| 1Y | +2.4% | +18.0% | -15.6% | +0.3% |
| 3Y | +46.3% | +160.3% | -114.0% | +32.3% |
| 5Y | +44.0% | +62.1% | -18.2% | +34.6% |
| 10Y | +140.1% | +283.1% | -143.1% | +105.8% |
| All | +631.5% | +2,176.0% | -1,544.6% | +443.5% |
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