-35.9%
BABA vs EFX
-8.6%
-27.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.7% |
| 7D | +3.8% | -2.2% | +6.0% | +4.0% |
| 30D | -5.4% | +29.2% | -34.6% | -7.5% |
| 3M | -17.9% | +3.5% | -21.4% | -18.3% |
| 6M | -24.1% | +7.8% | -31.9% | -24.7% |
| YTD | -27.4% | -12.4% | -15.0% | -28.6% |
| All | -35.9% | -8.6% | -27.3% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling