+15.7%
BABA vs ELF
+357.0%
-341.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +2.4% | +6.3% | -3.9% | +1.6% |
| 30D | -7.8% | +8.5% | -16.3% | -8.7% |
| 3M | -22.4% | +24.4% | -46.8% | -24.5% |
| 6M | -26.0% | +94.7% | -120.7% | -32.0% |
| YTD | -29.3% | +55.9% | -85.1% | -33.7% |
| 1Y | -37.5% | +48.4% | -85.9% | -41.2% |
| 3Y | +31.9% | +24.6% | +7.3% | +17.1% |
| 5Y | -33.4% | +285.0% | -318.5% | -53.3% |
| 10Y | +15.7% | +357.2% | -341.5% | -28.7% |
| All | +15.7% | +357.0% | -341.3% | -28.7% |
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