+16.7%
BABA vs ELV
+265.4%
-248.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -12.3% | +2.0% | -14.2% | -12.6% |
| 3M | -5.3% | -3.5% | -1.8% | -5.0% |
| 6M | -13.1% | +40.2% | -53.3% | -19.3% |
| YTD | -22.4% | +15.8% | -38.3% | -25.5% |
| 1Y | -19.5% | +33.2% | -52.7% | -25.0% |
| 3Y | +32.9% | -6.2% | +39.2% | +31.1% |
| 5Y | -29.9% | +16.4% | -46.3% | -35.4% |
| 10Y | +16.7% | +259.8% | -243.0% | -13.0% |
| All | +16.7% | +265.4% | -248.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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