+555.9%
XYZ vs EBAY
+387.1%
+168.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.6% |
| 7D | -2.2% | -2.0% | -0.2% | -1.0% |
| 30D | +11.6% | +7.0% | +4.6% | +7.1% |
| 3M | +8.4% | +16.1% | -7.7% | -2.0% |
| 6M | +17.2% | +14.1% | +3.0% | +6.0% |
| YTD | +31.7% | +42.1% | -10.4% | +2.3% |
| 1Y | +30.1% | +42.4% | -12.3% | +0.8% |
| 3Y | +66.4% | +223.5% | -157.1% | -36.6% |
| 5Y | -62.2% | +82.8% | -144.9% | -78.0% |
| 10Y | +621.5% | +385.7% | +235.8% | +123.3% |
| All | +555.9% | +387.1% | +168.8% | +94.0% |
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