+533.2%
XYZ vs EBAY
+310.6%
+222.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.8% |
| 7D | -1.0% | -2.1% | +1.1% | +0.4% |
| 30D | -1.7% | -6.7% | +5.0% | +2.4% |
| 3M | +16.7% | -5.0% | +21.7% | +19.6% |
| 6M | +26.9% | +14.6% | +12.2% | +13.7% |
| YTD | +27.1% | +19.8% | +7.3% | +10.5% |
| 1Y | +9.3% | +12.6% | -3.3% | -3.1% |
| 3Y | +42.3% | +141.0% | -98.7% | -33.1% |
| 5Y | -69.3% | +47.5% | -116.9% | -79.7% |
| 10Y | +586.8% | +263.3% | +323.5% | +148.4% |
| All | +533.2% | +310.6% | +222.6% | +109.5% |
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