+17.1%
BABA vs EMB
+28.3%
-11.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | -0.1% | +11.7% | +11.8% |
| 30D | +2.3% | +1.3% | +1.0% | +0.7% |
| 3M | -13.7% | -2.7% | -11.0% | -10.8% |
| 6M | -21.9% | -2.8% | -19.1% | -19.2% |
| YTD | -24.6% | -1.1% | -23.5% | -23.5% |
| 1Y | -34.1% | 0.0% | -34.1% | -33.9% |
| 3Y | +36.3% | +28.8% | +7.5% | +2.5% |
| 5Y | -26.7% | +6.0% | -32.7% | -32.3% |
| All | +17.1% | +28.3% | -11.2% | -13.3% |
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