+21.9%
BABA vs EFA
+66.3%
-44.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | -0.1% |
| 7D | -13.8% | +2.2% | -16.0% | -15.7% |
| 30D | -15.1% | +1.4% | -16.5% | -16.5% |
| 3M | -22.7% | -4.2% | -18.6% | -19.6% |
| 6M | -34.7% | +1.9% | -36.6% | -36.5% |
| YTD | -35.0% | +10.2% | -45.2% | -42.1% |
| 1Y | -40.4% | +12.8% | -53.2% | -48.3% |
| 3Y | +21.9% | +65.2% | -43.3% | -26.0% |
| All | +21.9% | +66.3% | -44.4% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling