+36.3%
BABA vs EL
+3.8%
+32.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +0.8% |
| 7D | +11.6% | +0.8% | +10.9% | +11.3% |
| 30D | +2.3% | +16.5% | -14.2% | -1.3% |
| 3M | -13.7% | +29.2% | -42.9% | -19.3% |
| 6M | -21.9% | +27.9% | -49.8% | -27.2% |
| YTD | -24.6% | +6.2% | -30.8% | -27.5% |
| 1Y | -34.1% | +27.2% | -61.3% | -39.7% |
| 3Y | +36.3% | +3.2% | +33.0% | +20.2% |
| All | +36.3% | +3.8% | +32.5% | +20.2% |
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