+28.2%
BABA vs EFX
+154.6%
-126.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +3.2% |
| 7D | -4.8% | -8.6% | +3.9% | -2.3% |
| 30D | -11.9% | +0.1% | -12.0% | -12.1% |
| 3M | -9.3% | +3.8% | -13.1% | -11.1% |
| 6M | -14.2% | -13.5% | -0.7% | -11.5% |
| YTD | -22.0% | -17.7% | -4.4% | -18.8% |
| 1Y | -12.7% | -25.6% | +12.9% | -6.5% |
| 3Y | +26.7% | -12.1% | +38.7% | +24.4% |
| 5Y | -29.3% | -33.8% | +4.5% | -26.1% |
| 10Y | +21.2% | +45.1% | -23.9% | -9.1% |
| All | +28.2% | +154.6% | -126.4% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling