+31.9%
BABA vs EL
+3.4%
+28.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +2.4% | +7.6% | -5.3% | +0.6% |
| 30D | -7.8% | +15.7% | -23.5% | -10.9% |
| 3M | -22.4% | +30.5% | -52.9% | -27.5% |
| 6M | -26.0% | +32.5% | -58.5% | -31.6% |
| YTD | -29.3% | +9.4% | -38.7% | -32.4% |
| 1Y | -37.5% | +28.4% | -65.9% | -42.9% |
| 3Y | +31.9% | +4.4% | +27.5% | +16.7% |
| All | +31.9% | +3.4% | +28.5% | +16.7% |
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