+11.7%
BABA vs EFA
+146.6%
-134.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.4% | -6.4% |
| 7D | -12.7% | +1.3% | -14.0% | -14.0% |
| 30D | -14.9% | +0.5% | -15.4% | -15.6% |
| 3M | -24.6% | -4.1% | -20.5% | -21.5% |
| 6M | -29.3% | +2.4% | -31.8% | -31.8% |
| YTD | -35.0% | +10.0% | -45.1% | -42.0% |
| 1Y | -39.7% | +11.4% | -51.1% | -47.0% |
| 3Y | +21.2% | +65.4% | -44.2% | -30.6% |
| 5Y | -39.9% | +49.6% | -89.5% | -61.4% |
| All | +11.7% | +146.6% | -134.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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