+36.3%
BABA vs EEM
+63.6%
-27.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | -1.1% |
| 7D | +11.6% | -2.8% | +14.4% | +14.5% |
| 30D | +2.3% | -11.9% | +14.2% | +17.1% |
| 3M | -13.7% | -8.8% | -4.9% | -5.8% |
| 6M | -21.9% | -11.6% | -10.3% | -13.9% |
| YTD | -24.6% | +9.0% | -33.7% | -40.7% |
| 1Y | -34.1% | +10.6% | -44.7% | -49.4% |
| 3Y | +36.3% | +64.4% | -28.1% | -41.3% |
| All | +36.3% | +63.6% | -27.3% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling