-35.3%
BABA vs EFV
+25.8%
-61.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +2.5% |
| 7D | +4.3% | +2.9% | +1.4% | +2.1% |
| 30D | -5.0% | +3.6% | -8.5% | -7.4% |
| 3M | -18.4% | -0.1% | -18.3% | -18.5% |
| 6M | -20.3% | +9.6% | -29.9% | -26.5% |
| YTD | -27.5% | +17.0% | -44.5% | -35.0% |
| 1Y | -35.3% | +25.7% | -61.0% | -39.8% |
| All | -35.3% | +25.8% | -61.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling