+15.8%
BABA vs EL
+63.1%
-47.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -4.7% |
| 7D | +3.8% | +8.0% | -4.2% | +0.9% |
| 30D | -5.4% | +15.4% | -20.8% | -10.5% |
| 3M | -17.9% | +28.5% | -46.5% | -26.2% |
| 6M | -24.1% | +32.2% | -56.3% | -33.2% |
| YTD | -27.4% | +9.2% | -36.6% | -32.8% |
| 1Y | -36.1% | +30.8% | -66.9% | -45.1% |
| 3Y | +35.4% | +3.7% | +31.7% | +18.2% |
| 5Y | -30.1% | -64.8% | +34.7% | -1.0% |
| 10Y | +15.8% | +60.0% | -44.2% | -7.4% |
| All | +15.8% | +63.1% | -47.2% | -7.4% |
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