+5.0%
BABA vs ELF
+357.7%
-352.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +6.0% | +3.0% |
| 7D | +8.6% | -2.7% | +11.3% | +8.9% |
| 30D | -1.1% | +6.9% | -8.0% | -1.9% |
| 3M | -15.9% | +27.2% | -43.1% | -18.4% |
| 6M | -17.5% | +84.9% | -102.4% | -23.7% |
| YTD | -25.6% | +44.5% | -70.1% | -29.7% |
| 1Y | -33.8% | -6.8% | -27.1% | -35.0% |
| 3Y | +34.6% | +14.2% | +20.4% | +20.8% |
| 5Y | -27.7% | +250.6% | -278.3% | -48.6% |
| 10Y | +17.7% | +318.0% | -300.3% | -26.1% |
| All | +5.0% | +357.7% | -352.7% | -34.0% |
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