+641.7%
BE vs BABA
-42.7%
+684.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.8% | -3.4% |
| 7D | -13.4% | +2.4% | -15.7% | -14.7% |
| 30D | -33.9% | -7.8% | -26.1% | -32.1% |
| 3M | -12.0% | -22.4% | +10.4% | -4.0% |
| 6M | -29.0% | -26.0% | -3.0% | -21.6% |
| YTD | +113.4% | -29.3% | +142.7% | +138.5% |
| 1Y | +33.2% | -37.5% | +70.7% | +56.2% |
| 3Y | +1,659.2% | +31.9% | +1,627.3% | +1,270.2% |
| 5Y | +461.4% | -33.4% | +494.8% | +475.2% |
| All | +641.7% | -42.7% | +684.4% | +676.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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