-31.3%
BABA vs EWJ
+53.7%
-85.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -4.8% | +2.5% | -7.3% | -6.7% |
| 30D | -11.9% | +3.3% | -15.2% | -14.6% |
| 3M | -9.3% | +5.0% | -14.2% | -13.8% |
| 6M | -14.2% | +11.5% | -25.8% | -22.8% |
| YTD | -22.0% | +22.4% | -44.4% | -35.6% |
| 1Y | -12.7% | +30.2% | -42.9% | -32.0% |
| 3Y | +26.7% | +72.8% | -46.2% | -28.3% |
| All | -31.3% | +53.7% | -85.0% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling