+17.1%
BABA vs ELF
+337.1%
-320.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.6% |
| 7D | +11.6% | +4.0% | +7.7% | +11.1% |
| 30D | +2.3% | +10.6% | -8.3% | +1.1% |
| 3M | -13.7% | +25.8% | -39.5% | -16.2% |
| 6M | -21.9% | +89.1% | -111.0% | -28.0% |
| YTD | -24.6% | +52.7% | -77.4% | -29.2% |
| 1Y | -34.1% | +51.7% | -85.8% | -38.2% |
| 3Y | +36.3% | +14.2% | +22.0% | +22.4% |
| 5Y | -26.7% | +270.7% | -297.4% | -48.5% |
| All | +17.1% | +337.1% | -320.0% | -28.4% |
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