+15.8%
BABA vs EFX
+63.8%
-48.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.5% |
| 7D | +3.8% | -2.2% | +6.0% | +4.4% |
| 30D | -5.4% | +29.2% | -34.6% | -11.9% |
| 3M | -17.9% | +3.5% | -21.4% | -19.2% |
| 6M | -24.1% | +7.8% | -31.9% | -26.6% |
| YTD | -27.4% | -12.4% | -15.0% | -26.3% |
| 1Y | -36.1% | -8.2% | -27.8% | -36.0% |
| 3Y | +35.4% | +4.7% | +30.7% | +26.7% |
| 5Y | -30.1% | -32.0% | +2.0% | -28.5% |
| 10Y | +15.8% | +69.1% | -53.2% | -11.7% |
| All | +15.8% | +63.8% | -48.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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