+15.8%
BABA vs ELV
+298.7%
-282.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.4% |
| 7D | +3.8% | +1.1% | +2.7% | +3.6% |
| 30D | -5.4% | +1.3% | -6.7% | -5.7% |
| 3M | -17.9% | +6.6% | -24.5% | -19.0% |
| 6M | -24.1% | +11.6% | -35.6% | -26.1% |
| YTD | -27.4% | +21.1% | -48.5% | -31.0% |
| 1Y | -36.1% | +34.2% | -70.3% | -40.6% |
| 3Y | +35.4% | -2.9% | +38.3% | +32.6% |
| 5Y | -30.1% | +4.6% | -34.7% | -33.8% |
| 10Y | +15.8% | +272.8% | -257.0% | -4.5% |
| All | +15.8% | +298.7% | -282.8% | -4.5% |
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