-39.9%
BABA vs ELAN
-19.1%
-20.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.1% |
| 7D | -12.7% | +11.9% | -24.6% | -15.2% |
| 30D | -14.9% | +18.3% | -33.1% | -18.6% |
| 3M | -24.6% | +19.7% | -44.4% | -28.3% |
| 6M | -29.3% | +23.7% | -53.0% | -33.9% |
| YTD | -35.0% | +17.1% | -52.1% | -38.7% |
| 1Y | -39.7% | +20.2% | -59.9% | -43.5% |
| 3Y | +21.2% | +148.1% | -127.0% | -14.1% |
| 5Y | -39.9% | -19.8% | -20.1% | -19.7% |
| All | -39.9% | -19.1% | -20.8% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling