+35.4%
BABA vs ED
+47.4%
-12.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.8% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -5.4% | +11.6% | -17.0% | -2.8% |
| 3M | -17.9% | +10.5% | -28.5% | -15.9% |
| 6M | -24.1% | +13.2% | -37.3% | -21.7% |
| YTD | -27.4% | +22.1% | -49.6% | -24.0% |
| 1Y | -36.1% | +24.2% | -60.2% | -32.8% |
| 3Y | +35.4% | +46.9% | -11.6% | +39.6% |
| All | +35.4% | +47.4% | -12.1% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling