+16.7%
BABA vs EWJ
+137.9%
-121.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -0.2% | +2.9% | -3.0% | -2.7% |
| 30D | -12.3% | +1.1% | -13.4% | -13.4% |
| 3M | -5.3% | +7.1% | -12.4% | -12.0% |
| 6M | -13.1% | +16.2% | -29.3% | -25.0% |
| YTD | -22.4% | +22.0% | -44.4% | -36.2% |
| 1Y | -19.5% | +26.2% | -45.7% | -36.0% |
| 3Y | +32.9% | +73.5% | -40.5% | -24.3% |
| 5Y | -29.9% | +52.7% | -82.6% | -54.9% |
| 10Y | +16.7% | +138.5% | -121.8% | -51.4% |
| All | +16.7% | +137.9% | -121.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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