-35.3%
BABA vs ED
+27.1%
-62.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +6.1% |
| 7D | +4.3% | +5.4% | -1.1% | +6.6% |
| 30D | -5.0% | +16.4% | -21.3% | +2.0% |
| 3M | -18.4% | +11.9% | -30.3% | -14.1% |
| 6M | -20.3% | +11.6% | -31.8% | -16.3% |
| YTD | -27.5% | +24.1% | -51.6% | -17.4% |
| 1Y | -35.3% | +26.9% | -62.2% | -25.1% |
| All | -35.3% | +27.1% | -62.4% | -25.1% |
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