+16.0%
BABA vs EEM
+123.6%
-107.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -4.3% |
| 7D | -3.6% | +0.7% | -4.3% | -5.4% |
| 30D | -8.4% | -6.2% | -2.1% | -1.6% |
| 3M | -20.6% | -5.2% | -15.4% | -16.6% |
| 6M | -25.4% | -8.1% | -17.2% | -20.7% |
| YTD | -30.1% | +14.0% | -44.1% | -45.6% |
| 1Y | -36.3% | +13.8% | -50.1% | -50.4% |
| 3Y | +30.4% | +73.7% | -43.4% | -41.5% |
| 5Y | -35.7% | +34.6% | -70.3% | -57.1% |
| 10Y | +16.0% | +123.6% | -107.6% | -47.4% |
| All | +16.0% | +123.6% | -107.6% | -47.4% |
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