+15.7%
BABA vs EL
+60.9%
-45.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +2.4% | +7.6% | -5.3% | -0.4% |
| 30D | -7.8% | +15.7% | -23.5% | -12.8% |
| 3M | -22.4% | +30.5% | -52.9% | -30.6% |
| 6M | -26.0% | +32.5% | -58.5% | -34.9% |
| YTD | -29.3% | +9.4% | -38.7% | -34.5% |
| 1Y | -37.5% | +28.4% | -65.9% | -45.9% |
| 3Y | +31.9% | +4.4% | +27.5% | +14.8% |
| 5Y | -33.4% | -64.5% | +31.1% | -6.1% |
| 10Y | +15.7% | +64.9% | -49.2% | -8.1% |
| All | +15.7% | +60.9% | -45.2% | -8.1% |
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