+15.8%
BABA vs EFV
+165.2%
-149.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -6.2% |
| 7D | +3.8% | +1.7% | +2.1% | +1.9% |
| 30D | -5.4% | +3.4% | -8.8% | -8.5% |
| 3M | -17.9% | -1.7% | -16.3% | -17.0% |
| 6M | -24.1% | +6.4% | -30.5% | -28.8% |
| YTD | -27.4% | +16.3% | -43.7% | -37.4% |
| 1Y | -36.1% | +22.9% | -59.0% | -47.8% |
| 3Y | +35.4% | +92.8% | -57.5% | -26.9% |
| 5Y | -30.1% | +93.5% | -123.6% | -61.9% |
| 10Y | +15.8% | +162.1% | -146.3% | -42.4% |
| All | +15.8% | +165.2% | -149.3% | -42.4% |
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