+28.2%
BABA vs EFV
+135.5%
-107.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -4.8% | +1.5% | -6.3% | -6.0% |
| 30D | -11.9% | +1.7% | -13.6% | -13.4% |
| 3M | -9.3% | +8.6% | -17.9% | -16.0% |
| 6M | -14.2% | +11.7% | -25.9% | -22.5% |
| YTD | -22.0% | +19.3% | -41.3% | -33.5% |
| 1Y | -12.7% | +30.2% | -42.9% | -31.1% |
| 3Y | +26.7% | +91.6% | -64.9% | -28.4% |
| 5Y | -29.3% | +96.4% | -125.7% | -60.4% |
| 10Y | +21.2% | +166.5% | -145.2% | -44.4% |
| All | +28.2% | +135.5% | -107.3% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling