+17.1%
BABA vs ED
+129.3%
-112.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.3% |
| 7D | +11.6% | +1.6% | +10.0% | +11.7% |
| 30D | +2.3% | +13.3% | -11.0% | +2.5% |
| 3M | -13.7% | +9.7% | -23.4% | -13.6% |
| 6M | -21.9% | +12.8% | -34.7% | -21.8% |
| YTD | -24.6% | +22.3% | -47.0% | -24.6% |
| 1Y | -34.1% | +26.3% | -60.4% | -34.1% |
| 3Y | +36.3% | +45.0% | -8.8% | +35.0% |
| 5Y | -26.7% | +80.2% | -106.9% | -28.2% |
| All | +17.1% | +129.3% | -112.2% | +11.3% |
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