-39.8%
BABA vs ELF
+272.3%
-312.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.5% |
| 7D | -13.8% | +1.6% | -15.4% | -13.9% |
| 30D | -15.1% | +9.1% | -24.2% | -16.0% |
| 3M | -22.7% | +28.2% | -50.9% | -25.2% |
| 6M | -34.7% | +119.5% | -154.2% | -41.0% |
| YTD | -35.0% | +55.2% | -90.2% | -39.2% |
| 1Y | -40.4% | +58.6% | -99.0% | -44.5% |
| 3Y | +21.9% | +21.3% | +0.6% | +1.0% |
| All | -39.8% | +272.3% | -312.1% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling