-15.0%
BABA vs EQX
+232.0%
-247.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -3.5% | -3.2% | -0.3% | -3.1% |
| 30D | -12.7% | +7.8% | -20.5% | -13.9% |
| 3M | -3.0% | +21.3% | -24.3% | -6.4% |
| 6M | -19.1% | -22.4% | +3.4% | -17.0% |
| YTD | -24.7% | -11.3% | -13.4% | -24.8% |
| 1Y | -29.0% | +13.5% | -42.5% | -31.9% |
| 3Y | +30.9% | +162.1% | -131.2% | +8.0% |
| 5Y | -30.9% | +84.2% | -115.1% | -43.7% |
| All | -15.0% | +232.0% | -247.1% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling