-65.3%
BABA vs EOSE
-80.2%
+14.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.4% | -15.5% | -2.3% |
| 7D | -3.6% | -7.0% | +3.4% | -3.3% |
| 30D | -8.4% | -16.7% | +8.4% | -7.7% |
| 3M | -20.6% | -53.1% | +32.5% | -16.9% |
| 6M | -25.4% | -76.8% | +51.4% | -18.1% |
| YTD | -30.1% | -82.6% | +52.5% | -23.3% |
| 1Y | -36.3% | -89.3% | +53.0% | -27.7% |
| 3Y | +30.4% | +55.5% | -25.1% | +8.0% |
| 5Y | -35.7% | -81.9% | +46.1% | -44.7% |
| All | -65.3% | -80.2% | +14.9% | -70.6% |
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