+11.7%
BABA vs EFV
+162.4%
-150.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -6.9% | -6.9% |
| 7D | -12.7% | +0.7% | -13.4% | -13.4% |
| 30D | -14.9% | +2.0% | -16.9% | -16.6% |
| 3M | -24.6% | -1.6% | -23.0% | -23.8% |
| 6M | -29.3% | +5.8% | -35.1% | -33.4% |
| YTD | -35.0% | +15.6% | -50.7% | -43.6% |
| 1Y | -39.7% | +19.0% | -58.7% | -49.2% |
| 3Y | +21.2% | +90.7% | -69.5% | -33.8% |
| 5Y | -39.9% | +92.8% | -132.7% | -67.1% |
| All | +11.7% | +162.4% | -150.7% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling