-34.1%
BABA vs EWT
+41.6%
-75.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.1% |
| 7D | +11.6% | -11.7% | +23.4% | +15.7% |
| 30D | +2.3% | -23.2% | +25.5% | +11.5% |
| 3M | -13.7% | -12.5% | -1.2% | -10.7% |
| 6M | -21.9% | -5.9% | -16.0% | -23.5% |
| YTD | -24.6% | +40.5% | -65.1% | -40.5% |
| 1Y | -34.1% | +43.7% | -77.8% | -47.9% |
| All | -34.1% | +41.6% | -75.7% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling