-35.7%
BABA vs EL
-64.9%
+29.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -3.6% | +0.3% | -3.8% | -3.8% |
| 30D | -8.4% | +12.3% | -20.6% | -12.3% |
| 3M | -20.6% | +28.4% | -49.0% | -28.3% |
| 6M | -25.4% | +36.7% | -62.1% | -34.9% |
| YTD | -30.1% | +8.4% | -38.5% | -34.8% |
| 1Y | -36.3% | +25.4% | -61.7% | -44.3% |
| 3Y | +30.4% | +3.4% | +26.9% | +13.4% |
| 5Y | -35.7% | -64.8% | +29.0% | -4.1% |
| All | -35.7% | -64.9% | +29.2% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling