+737.9%
BE vs BABA
-43.4%
+781.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.2% | +14.1% | +13.4% |
| 7D | +4.5% | -3.6% | +8.1% | +5.6% |
| 30D | -20.1% | -8.4% | -11.8% | -17.9% |
| 3M | -0.8% | -20.6% | +19.8% | +7.1% |
| 6M | -26.2% | -25.4% | -0.8% | -18.9% |
| YTD | +141.1% | -30.1% | +171.2% | +170.5% |
| 1Y | +64.8% | -36.3% | +101.1% | +91.5% |
| 3Y | +1,887.4% | +30.4% | +1,857.0% | +1,454.2% |
| 5Y | +518.1% | -35.7% | +553.8% | +544.5% |
| All | +737.9% | -43.4% | +781.3% | +780.6% |
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