+33.7%
BABA vs ELV
-4.6%
+38.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.5% |
| 7D | -4.8% | +3.3% | -8.1% | -5.2% |
| 30D | -11.9% | +4.2% | -16.1% | -12.4% |
| 3M | -9.3% | -0.1% | -9.2% | -9.6% |
| 6M | -14.2% | +41.3% | -55.5% | -19.0% |
| YTD | -22.0% | +17.4% | -39.5% | -24.6% |
| 1Y | -12.7% | +35.1% | -47.8% | -17.3% |
| All | +33.7% | -4.6% | +38.4% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling