-31.3%
BABA vs ENB
+69.5%
-100.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -11.9% | -2.2% | -9.7% | -10.9% |
| 3M | -9.3% | -10.5% | +1.2% | -4.6% |
| 6M | -14.2% | -5.1% | -9.2% | -12.9% |
| YTD | -22.0% | +9.0% | -31.0% | -27.1% |
| 1Y | -12.7% | +8.2% | -20.9% | -18.1% |
| 3Y | +26.7% | +67.8% | -41.1% | -11.1% |
| All | -31.3% | +69.5% | -100.8% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling