+17.1%
BABA vs EL
+56.3%
-39.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +0.5% |
| 7D | +11.6% | +0.8% | +10.9% | +11.2% |
| 30D | +2.3% | +16.5% | -14.2% | -3.5% |
| 3M | -13.7% | +29.2% | -42.9% | -22.5% |
| 6M | -21.9% | +27.9% | -49.8% | -30.4% |
| YTD | -24.6% | +6.2% | -30.8% | -29.4% |
| 1Y | -34.1% | +27.2% | -61.3% | -42.8% |
| 3Y | +36.3% | +3.2% | +33.0% | +18.9% |
| 5Y | -26.7% | -66.0% | +39.3% | +5.1% |
| All | +17.1% | +56.3% | -39.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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