+22.3%
BABA vs EL
+66.5%
-44.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.6% | +4.0% |
| 7D | +8.6% | -1.1% | +9.6% | +8.8% |
| 30D | -1.1% | +15.3% | -16.4% | -6.3% |
| 3M | -15.9% | +24.2% | -40.1% | -23.4% |
| 6M | -17.5% | +30.9% | -48.4% | -27.1% |
| YTD | -25.6% | +3.9% | -29.5% | -29.7% |
| 1Y | -33.8% | +19.9% | -53.7% | -41.2% |
| 3Y | +34.6% | +2.5% | +32.1% | +17.7% |
| 5Y | -27.7% | -66.7% | +39.1% | +3.2% |
| 10Y | +17.7% | +54.9% | -37.2% | -10.3% |
| All | +22.3% | +66.5% | -44.2% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling