+11.7%
BABA vs EWJ
+126.4%
-114.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -13.8% | +4.0% | -17.7% | -16.7% |
| 30D | -15.1% | -4.3% | -10.8% | -12.4% |
| 3M | -22.7% | -6.8% | -15.9% | -18.6% |
| 6M | -34.7% | -0.9% | -33.8% | -35.4% |
| YTD | -35.0% | +14.3% | -49.3% | -43.8% |
| 1Y | -40.4% | +15.3% | -55.7% | -49.0% |
| 3Y | +21.9% | +65.6% | -43.7% | -28.1% |
| 5Y | -39.9% | +47.5% | -87.3% | -60.4% |
| All | +11.7% | +126.4% | -114.7% | -49.2% |
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