+28.2%
BABA vs EL
+60.7%
-32.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.2% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | -11.9% | +19.8% | -31.7% | -18.4% |
| 3M | -9.3% | +25.7% | -35.0% | -17.6% |
| 6M | -14.2% | +5.4% | -19.7% | -18.0% |
| YTD | -22.0% | +0.2% | -22.2% | -25.1% |
| 1Y | -12.7% | +20.4% | -33.2% | -22.6% |
| 3Y | +26.7% | -32.1% | +58.8% | +32.8% |
| 5Y | -29.3% | -67.2% | +37.8% | +1.3% |
| 10Y | +21.2% | +31.7% | -10.5% | -1.9% |
| All | +28.2% | +60.7% | -32.5% | +2.0% |
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