+15.7%
BABA vs ED
+136.7%
-121.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | +2.4% | +2.1% | +0.2% | +2.4% |
| 30D | -7.8% | +12.4% | -20.2% | -7.6% |
| 3M | -22.4% | +13.1% | -35.5% | -22.2% |
| 6M | -26.0% | +14.1% | -40.1% | -25.8% |
| YTD | -29.3% | +23.1% | -52.3% | -29.2% |
| 1Y | -37.5% | +25.4% | -63.0% | -37.4% |
| 3Y | +31.9% | +47.9% | -15.9% | +30.9% |
| 5Y | -33.4% | +81.9% | -115.3% | -34.5% |
| 10Y | +15.7% | +141.3% | -125.6% | +11.7% |
| All | +15.7% | +136.7% | -121.0% | +11.7% |
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