+16.0%
BABA vs ENB
+102.5%
-86.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.0% |
| 30D | -8.4% | +2.0% | -10.4% | -9.2% |
| 3M | -20.6% | -5.8% | -14.8% | -19.0% |
| 6M | -25.4% | -9.7% | -15.7% | -23.0% |
| YTD | -30.1% | +4.2% | -34.3% | -32.0% |
| 1Y | -36.3% | +3.2% | -39.5% | -37.9% |
| 3Y | +30.4% | +70.6% | -40.2% | +4.2% |
| 5Y | -35.7% | +55.1% | -90.9% | -46.6% |
| 10Y | +16.0% | +107.6% | -91.6% | -17.6% |
| All | +16.0% | +102.5% | -86.5% | -17.6% |
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