+17.1%
BABA vs EWT
+376.4%
-359.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | -1.7% |
| 7D | +11.6% | -11.7% | +23.4% | +21.4% |
| 30D | +2.3% | -23.2% | +25.5% | +23.8% |
| 3M | -13.7% | -12.5% | -1.2% | -6.7% |
| 6M | -21.9% | -5.9% | -16.0% | -22.9% |
| YTD | -24.6% | +40.5% | -65.1% | -48.2% |
| 1Y | -34.1% | +43.7% | -77.8% | -55.8% |
| 3Y | +36.3% | +136.6% | -100.4% | -44.9% |
| 5Y | -26.7% | +105.1% | -131.8% | -65.7% |
| All | +17.1% | +376.4% | -359.3% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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