-19.5%
BABA vs EFA
+20.5%
-40.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -1.2% |
| 30D | -12.3% | -0.7% | -11.5% | -11.8% |
| 3M | -5.3% | +6.4% | -11.7% | -11.1% |
| 6M | -13.1% | +11.4% | -24.5% | -22.0% |
| YTD | -22.4% | +14.0% | -36.4% | -32.4% |
| 1Y | -19.5% | +20.2% | -39.7% | -32.0% |
| All | -19.5% | +20.5% | -40.0% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling