+16.0%
BABA vs ELF
+335.0%
-319.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -3.6% | +4.3% | -7.8% | -4.1% |
| 30D | -8.4% | +7.7% | -16.1% | -9.2% |
| 3M | -20.6% | +24.7% | -45.3% | -22.8% |
| 6M | -25.4% | +114.6% | -140.0% | -32.2% |
| YTD | -30.1% | +55.8% | -85.9% | -34.5% |
| 1Y | -36.3% | +51.9% | -88.2% | -40.2% |
| 3Y | +30.4% | +24.6% | +5.8% | +15.7% |
| 5Y | -35.7% | +279.2% | -314.9% | -54.9% |
| 10Y | +16.0% | +338.7% | -322.7% | -28.8% |
| All | +16.0% | +335.0% | -319.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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