+15.8%
BABA vs EMB
+30.9%
-15.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.5% |
| 7D | +3.8% | +0.8% | +3.0% | +2.8% |
| 30D | -5.4% | +1.5% | -6.9% | -7.1% |
| 3M | -17.9% | -1.9% | -16.0% | -16.1% |
| 6M | -24.1% | -1.6% | -22.5% | -22.6% |
| YTD | -27.4% | 0.0% | -27.4% | -27.3% |
| 1Y | -36.1% | +1.1% | -37.1% | -36.7% |
| 3Y | +35.4% | +30.9% | +4.5% | -0.1% |
| 5Y | -30.1% | +7.1% | -37.2% | -36.3% |
| 10Y | +15.8% | +31.1% | -15.3% | -15.8% |
| All | +15.8% | +30.9% | -15.0% | -15.8% |
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