-30.0%
BABA vs ELAN
-28.2%
-1.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -3.5% | -5.4% | +1.9% | -2.2% |
| 30D | -12.7% | +4.7% | -17.4% | -13.8% |
| 3M | -3.0% | -3.7% | +0.7% | -2.8% |
| 6M | -19.1% | -1.2% | -17.9% | -19.9% |
| YTD | -24.7% | +2.4% | -27.1% | -26.2% |
| 1Y | -29.0% | +23.4% | -52.4% | -33.5% |
| 3Y | +30.9% | +96.7% | -65.8% | +2.8% |
| 5Y | -30.9% | -30.6% | -0.3% | -29.6% |
| All | -30.0% | -28.2% | -1.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling