-29.9%
BABA vs EOSE
-68.2%
+38.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -1.4% |
| 7D | -0.2% | +41.4% | -41.6% | -3.1% |
| 30D | -12.3% | +3.6% | -15.9% | -12.9% |
| 3M | -5.3% | -35.7% | +30.4% | -3.0% |
| 6M | -13.1% | -29.9% | +16.8% | -12.7% |
| YTD | -22.4% | -62.5% | +40.0% | -19.1% |
| 1Y | -19.5% | -37.4% | +17.9% | -20.6% |
| 3Y | +32.9% | +55.8% | -22.9% | +12.1% |
| 5Y | -29.9% | -67.8% | +37.9% | -30.2% |
| All | -29.9% | -68.2% | +38.4% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling