+1,106.7%
XLY vs EBAY
+2,176.0%
-1,069.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.4% |
| 7D | -1.7% | +4.2% | -5.9% | -2.5% |
| 30D | -4.2% | +5.6% | -9.8% | -5.3% |
| 3M | -2.7% | -1.4% | -1.3% | -2.6% |
| 6M | -0.6% | +18.2% | -18.8% | -4.4% |
| YTD | -5.0% | +24.8% | -29.9% | -9.8% |
| 1Y | -4.1% | +18.0% | -22.1% | -8.4% |
| 3Y | +33.6% | +160.3% | -126.7% | +7.2% |
| 5Y | +28.7% | +62.1% | -33.4% | +12.6% |
| 10Y | +219.6% | +283.1% | -63.5% | +133.2% |
| All | +1,106.7% | +2,176.0% | -1,069.3% | +493.6% |
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