+21.9%
BABA vs EL
+3.0%
+19.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -13.8% | +1.5% | -15.3% | -14.1% |
| 30D | -15.1% | +10.0% | -25.1% | -17.0% |
| 3M | -22.7% | +28.4% | -51.2% | -27.6% |
| 6M | -34.7% | +37.1% | -71.7% | -40.1% |
| YTD | -35.0% | +7.8% | -42.8% | -37.7% |
| 1Y | -40.4% | +26.0% | -66.5% | -45.3% |
| 3Y | +21.9% | +3.8% | +18.1% | +7.6% |
| All | +21.9% | +3.0% | +19.0% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling