+15.8%
BABA vs EXPE
+119.8%
-104.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +3.8% | -13.3% | +17.1% | +6.6% |
| 30D | -5.4% | -5.5% | +0.1% | -4.8% |
| 3M | -17.9% | -16.5% | -1.5% | -15.4% |
| 6M | -24.1% | +13.1% | -37.2% | -27.3% |
| YTD | -27.4% | -8.0% | -19.4% | -28.0% |
| 1Y | -36.1% | +1.1% | -37.2% | -38.2% |
| 3Y | +35.4% | +131.2% | -95.8% | +1.7% |
| 5Y | -30.1% | +39.8% | -69.9% | -43.4% |
| 10Y | +15.8% | +118.5% | -102.6% | -25.6% |
| All | +15.8% | +119.8% | -104.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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