-62.6%
BABA vs EOSE
-58.6%
-4.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.6% |
| 7D | -2.2% | +15.0% | -17.1% | -3.3% |
| 30D | -17.3% | +2.5% | -19.8% | -17.9% |
| 3M | -7.8% | -33.7% | +25.9% | -5.8% |
| 6M | -16.8% | -32.7% | +16.0% | -16.1% |
| YTD | -24.7% | -63.8% | +39.1% | -21.3% |
| 1Y | -24.9% | -40.5% | +15.6% | -25.7% |
| 3Y | +29.1% | +50.4% | -21.3% | +8.8% |
| 5Y | -30.5% | -68.6% | +38.0% | -42.3% |
| All | -62.6% | -58.6% | -4.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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