+11.7%
BABA vs EMB
+36.5%
-24.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.3% |
| 7D | -13.8% | -0.9% | -12.9% | -12.8% |
| 30D | -15.1% | +0.4% | -15.5% | -15.4% |
| 3M | -22.7% | -3.1% | -19.6% | -19.7% |
| 6M | -34.7% | -2.1% | -32.6% | -33.0% |
| YTD | -35.0% | -1.1% | -33.9% | -34.0% |
| 1Y | -40.4% | -0.1% | -40.4% | -40.2% |
| 3Y | +21.9% | +29.6% | -7.7% | -8.9% |
| 5Y | -39.9% | +7.2% | -47.1% | -45.1% |
| All | +11.7% | +36.5% | -24.7% | -22.1% |
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