+11.7%
BABA vs ED
+147.1%
-135.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -13.8% | +2.1% | -15.8% | -13.7% |
| 30D | -15.1% | +10.4% | -25.5% | -14.9% |
| 3M | -22.7% | +12.5% | -35.3% | -22.6% |
| 6M | -34.7% | +14.9% | -49.6% | -34.5% |
| YTD | -35.0% | +24.8% | -59.9% | -34.9% |
| 1Y | -40.4% | +23.8% | -64.2% | -40.3% |
| 3Y | +21.9% | +51.6% | -29.7% | +21.0% |
| 5Y | -39.9% | +86.4% | -126.3% | -40.9% |
| All | +11.7% | +147.1% | -135.4% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling