+16.7%
BABA vs EFX
+40.1%
-23.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | -0.2% | -7.8% | +7.7% | +1.9% |
| 30D | -12.3% | -5.7% | -6.5% | -11.1% |
| 3M | -5.3% | +2.5% | -7.8% | -6.7% |
| 6M | -13.1% | -16.7% | +3.6% | -9.6% |
| YTD | -22.4% | -20.2% | -2.2% | -18.8% |
| 1Y | -19.5% | -31.4% | +11.9% | -12.2% |
| 3Y | +32.9% | -10.5% | +43.4% | +30.2% |
| 5Y | -29.9% | -35.2% | +5.3% | -26.9% |
| 10Y | +16.7% | +40.2% | -23.4% | -2.7% |
| All | +16.7% | +40.1% | -23.3% | -2.7% |
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