-35.0%
BABA vs ENB
+53.3%
-88.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +2.4% | -2.4% | +4.8% | +3.4% |
| 30D | -7.8% | +2.5% | -10.3% | -9.1% |
| 3M | -22.4% | -5.8% | -16.6% | -20.3% |
| 6M | -26.0% | -8.5% | -17.5% | -23.5% |
| YTD | -29.3% | +3.9% | -33.2% | -32.6% |
| 1Y | -37.5% | +3.7% | -41.2% | -40.5% |
| 3Y | +31.9% | +70.1% | -38.1% | -10.2% |
| All | -35.0% | +53.3% | -88.3% | -54.6% |
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 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