+17.1%
BABA vs ES
+85.7%
-68.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | +11.6% | +1.9% | +9.8% | +11.3% |
| 30D | +2.3% | +7.1% | -4.8% | +1.3% |
| 3M | -13.7% | -1.9% | -11.8% | -13.5% |
| 6M | -21.9% | +4.4% | -26.3% | -22.6% |
| YTD | -24.6% | +7.3% | -32.0% | -25.6% |
| 1Y | -34.1% | +2.1% | -36.2% | -34.6% |
| 3Y | +36.3% | +41.8% | -5.6% | +27.7% |
| 5Y | -26.7% | +1.4% | -28.2% | -28.5% |
| All | +17.1% | +85.7% | -68.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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