+10.0%
BABA vs ELF
+357.0%
-346.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | -4.8% | +5.4% | -10.1% | -5.4% |
| 30D | -11.9% | +27.0% | -38.9% | -14.5% |
| 3M | -9.3% | +113.2% | -122.5% | -17.2% |
| 6M | -14.2% | +36.6% | -50.8% | -18.0% |
| YTD | -22.0% | +44.2% | -66.3% | -26.2% |
| 1Y | -12.7% | -18.0% | +5.3% | -12.9% |
| 3Y | +26.7% | -19.9% | +46.6% | +19.6% |
| 5Y | -29.3% | +257.7% | -287.0% | -49.9% |
| All | +10.0% | +357.0% | -346.9% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling