-12.4%
BABA vs EQX
+238.5%
-250.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.2% | +3.8% | -3.9% | -0.7% |
| 30D | -12.3% | +9.4% | -21.6% | -13.6% |
| 3M | -5.3% | +16.8% | -22.1% | -8.1% |
| 6M | -13.1% | -23.7% | +10.6% | -10.6% |
| YTD | -22.4% | -9.6% | -12.8% | -22.7% |
| 1Y | -19.5% | +29.1% | -48.6% | -24.2% |
| 3Y | +32.9% | +175.3% | -142.4% | +8.9% |
| 5Y | -29.9% | +77.3% | -107.1% | -43.0% |
| All | -12.4% | +238.5% | -250.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EQX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling