+15.7%
BABA vs EMB
+31.5%
-15.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.8% |
| 7D | +2.4% | +0.5% | +1.8% | +1.7% |
| 30D | -7.8% | +0.9% | -8.7% | -8.8% |
| 3M | -22.4% | -2.1% | -20.3% | -20.4% |
| 6M | -26.0% | -2.2% | -23.8% | -24.0% |
| YTD | -29.3% | -0.6% | -28.7% | -28.6% |
| 1Y | -37.5% | +0.2% | -37.7% | -37.5% |
| 3Y | +31.9% | +29.5% | +2.4% | -1.6% |
| 5Y | -33.4% | +8.0% | -41.4% | -39.7% |
| 10Y | +15.7% | +35.3% | -19.6% | -20.9% |
| All | +15.7% | +31.5% | -15.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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