+17.1%
BABA vs ENB
+100.6%
-83.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.2% |
| 7D | +11.6% | -5.2% | +16.8% | +13.7% |
| 30D | +2.3% | +2.2% | +0.1% | +1.3% |
| 3M | -13.7% | -8.1% | -5.6% | -11.2% |
| 6M | -21.9% | -11.2% | -10.7% | -18.9% |
| YTD | -24.6% | +2.0% | -26.6% | -26.1% |
| 1Y | -34.1% | +4.1% | -38.2% | -36.0% |
| 3Y | +36.3% | +64.7% | -28.5% | +10.3% |
| 5Y | -26.7% | +46.6% | -73.3% | -38.0% |
| All | +17.1% | +100.6% | -83.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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