-27.7%
BABA vs ES
+5.0%
-32.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +2.3% |
| 7D | +8.6% | +5.9% | +2.6% | +7.5% |
| 30D | -1.1% | +10.2% | -11.3% | -2.7% |
| 3M | -15.9% | +0.4% | -16.3% | -16.0% |
| 6M | -17.5% | +6.9% | -24.4% | -18.8% |
| YTD | -25.6% | +10.5% | -36.1% | -27.2% |
| 1Y | -33.8% | +3.2% | -37.0% | -34.6% |
| 3Y | +34.6% | +49.0% | -14.4% | +22.2% |
| 5Y | -27.7% | +4.5% | -32.1% | -30.5% |
| All | -27.7% | +5.0% | -32.6% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling