+16.7%
BABA vs EFA
+141.9%
-125.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -1.5% |
| 30D | -12.3% | -0.7% | -11.5% | -11.7% |
| 3M | -5.3% | +6.4% | -11.7% | -12.1% |
| 6M | -13.1% | +11.4% | -24.5% | -23.2% |
| YTD | -22.4% | +14.0% | -36.4% | -33.2% |
| 1Y | -19.5% | +20.2% | -39.7% | -34.6% |
| 3Y | +32.9% | +68.2% | -35.3% | -25.1% |
| 5Y | -29.9% | +54.8% | -84.7% | -56.5% |
| 10Y | +16.7% | +142.4% | -125.7% | -51.8% |
| All | +16.7% | +141.9% | -125.2% | -51.8% |
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