+20.3%
BABA vs EWJ
+118.7%
-98.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | -5.0% | +16.6% | +16.2% |
| 30D | +2.3% | -10.2% | +12.5% | +11.8% |
| 3M | -13.7% | -7.2% | -6.4% | -8.8% |
| 6M | -21.9% | -3.2% | -18.7% | -21.1% |
| YTD | -24.6% | +9.9% | -34.6% | -32.5% |
| 1Y | -34.1% | +11.0% | -45.1% | -41.7% |
| 3Y | +36.3% | +57.3% | -21.1% | -15.7% |
| 5Y | -26.7% | +41.3% | -68.0% | -49.9% |
| All | +20.3% | +118.7% | -98.4% | -43.7% |
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