+28.2%
BABA vs ELV
+292.8%
-264.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.7% |
| 7D | -4.8% | +3.3% | -8.1% | -5.4% |
| 30D | -11.9% | +4.2% | -16.1% | -12.7% |
| 3M | -9.3% | -0.1% | -9.2% | -9.7% |
| 6M | -14.2% | +41.3% | -55.5% | -21.1% |
| YTD | -22.0% | +17.4% | -39.5% | -25.7% |
| 1Y | -12.7% | +35.1% | -47.8% | -19.5% |
| 3Y | +26.7% | -3.2% | +29.9% | +23.7% |
| 5Y | -29.3% | +15.6% | -44.9% | -35.3% |
| 10Y | +21.2% | +276.8% | -255.5% | -27.7% |
| All | +28.2% | +292.8% | -264.6% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling