-12.7%
BABA vs ED
+12.4%
-25.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +0.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.9% |
| 30D | -11.9% | -0.1% | -11.8% | -11.9% |
| 3M | -9.3% | +3.9% | -13.2% | -7.1% |
| 6M | -14.2% | -3.0% | -11.2% | -15.6% |
| YTD | -22.0% | +10.7% | -32.7% | -14.0% |
| 1Y | -12.7% | +13.3% | -26.1% | -1.4% |
| All | -12.7% | +12.4% | -25.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling