+529.4%
XYZ vs EBAY
+377.0%
+152.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -2.0% | -2.7% |
| 7D | -2.1% | -2.6% | +0.5% | -0.5% |
| 30D | +7.0% | +3.2% | +3.8% | +5.2% |
| 3M | +5.1% | +17.8% | -12.7% | -5.8% |
| 6M | +14.1% | +9.5% | +4.6% | +6.1% |
| YTD | +26.4% | +39.2% | -12.8% | -0.5% |
| 1Y | +25.1% | +38.6% | -13.5% | -1.3% |
| 3Y | +59.7% | +216.8% | -157.1% | -38.3% |
| 5Y | -63.8% | +77.5% | -141.3% | -78.5% |
| 10Y | +592.4% | +375.7% | +216.7% | +117.3% |
| All | +529.4% | +377.0% | +152.4% | +88.8% |
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