+23.9%
BABA vs EFV
+123.5%
-99.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.5% |
| 7D | +11.6% | -0.7% | +12.3% | +12.2% |
| 30D | +2.3% | +0.9% | +1.4% | +1.4% |
| 3M | -13.7% | -3.6% | -10.1% | -11.1% |
| 6M | -21.9% | +2.5% | -24.4% | -24.0% |
| YTD | -24.6% | +13.2% | -37.8% | -32.7% |
| 1Y | -34.1% | +20.3% | -54.4% | -44.4% |
| 3Y | +36.3% | +84.9% | -48.7% | -20.6% |
| 5Y | -26.7% | +87.7% | -114.5% | -57.3% |
| 10Y | +19.2% | +160.7% | -141.5% | -44.0% |
| All | +23.9% | +123.5% | -99.6% | -37.8% |
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 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