+15.8%
BABA vs EEM
+109.1%
-93.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -7.4% |
| 7D | +3.8% | -0.1% | +4.0% | +3.0% |
| 30D | -5.4% | -8.6% | +3.3% | +5.2% |
| 3M | -17.9% | -7.0% | -10.9% | -11.5% |
| 6M | -24.1% | -9.7% | -14.4% | -17.4% |
| YTD | -27.4% | +12.1% | -39.6% | -42.3% |
| 1Y | -36.1% | +14.1% | -50.1% | -50.4% |
| 3Y | +35.4% | +72.1% | -36.8% | -38.4% |
| 5Y | -30.1% | +34.1% | -64.2% | -52.9% |
| 10Y | +15.8% | +109.6% | -93.8% | -44.5% |
| All | +15.8% | +109.1% | -93.3% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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