-28.3%
BABA vs EFX
-31.2%
+2.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +11.6% | +2.7% | +8.9% | +10.8% |
| 30D | +2.3% | +33.1% | -30.8% | -6.0% |
| 3M | -13.7% | +8.2% | -21.9% | -16.1% |
| 6M | -21.9% | +10.2% | -32.1% | -25.1% |
| YTD | -24.6% | -11.8% | -12.8% | -23.2% |
| 1Y | -34.1% | -6.1% | -28.0% | -34.4% |
| 3Y | +36.3% | +7.5% | +28.8% | +22.1% |
| All | -28.3% | -31.2% | +2.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling