+28.2%
BABA vs ED
+191.5%
-163.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -11.9% | -0.1% | -11.8% | -11.9% |
| 3M | -9.3% | +3.9% | -13.2% | -9.3% |
| 6M | -14.2% | -3.0% | -11.2% | -14.2% |
| YTD | -22.0% | +10.7% | -32.7% | -22.2% |
| 1Y | -12.7% | +13.3% | -26.1% | -13.0% |
| 3Y | +26.7% | +34.5% | -7.8% | +25.0% |
| 5Y | -29.3% | +67.1% | -96.5% | -31.1% |
| 10Y | +21.2% | +103.0% | -81.8% | +15.9% |
| All | +28.2% | +191.5% | -163.4% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling