+668.0%
BE vs BABA
-47.4%
+715.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | -13.8% | +24.6% | +17.1% |
| 30D | -19.8% | -15.1% | -4.7% | -15.0% |
| 3M | -18.7% | -22.7% | +4.0% | -11.3% |
| 6M | -33.7% | -34.7% | +0.9% | -23.2% |
| YTD | +121.0% | -35.0% | +156.0% | +155.0% |
| 1Y | +85.4% | -40.4% | +125.8% | +121.2% |
| 3Y | +1,709.5% | +21.9% | +1,687.6% | +1,351.3% |
| 5Y | +462.2% | -39.9% | +502.1% | +500.8% |
| All | +668.0% | -47.4% | +715.3% | +730.1% |
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