-28.3%
BABA vs EEM
+30.1%
-58.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | -2.2% |
| 7D | +11.6% | -2.8% | +14.4% | +15.7% |
| 30D | +2.3% | -11.9% | +14.2% | +23.9% |
| 3M | -13.7% | -8.8% | -4.9% | -2.6% |
| 6M | -21.9% | -11.6% | -10.3% | -11.6% |
| YTD | -24.6% | +9.0% | -33.7% | -44.8% |
| 1Y | -34.1% | +10.6% | -44.7% | -53.3% |
| 3Y | +36.3% | +64.4% | -28.1% | -57.9% |
| All | -28.3% | +30.1% | -58.4% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling