+16.7%
BABA vs EFV
+162.1%
-145.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.1% |
| 7D | -2.2% | -0.5% | -1.6% | -1.7% |
| 30D | -17.3% | 0.0% | -17.3% | -17.4% |
| 3M | -7.8% | +8.4% | -16.2% | -14.9% |
| 6M | -16.8% | +12.3% | -29.1% | -25.7% |
| YTD | -24.7% | +17.4% | -42.1% | -35.4% |
| 1Y | -24.9% | +27.1% | -52.1% | -40.4% |
| 3Y | +29.1% | +90.7% | -61.6% | -29.5% |
| 5Y | -30.5% | +95.6% | -126.1% | -62.5% |
| 10Y | +16.7% | +165.3% | -148.6% | -46.6% |
| All | +16.7% | +162.1% | -145.4% | -46.6% |
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