-31.3%
BABA vs EWT
+153.4%
-184.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | -0.2% |
| 7D | -4.8% | +4.0% | -8.7% | -7.6% |
| 30D | -11.9% | +10.3% | -22.2% | -18.8% |
| 3M | -9.3% | +6.1% | -15.3% | -15.3% |
| 6M | -14.2% | +56.6% | -70.9% | -44.3% |
| YTD | -22.0% | +76.6% | -98.6% | -54.9% |
| 1Y | -12.7% | +97.9% | -110.6% | -54.8% |
| 3Y | +26.7% | +198.0% | -171.3% | -61.2% |
| All | -31.3% | +153.4% | -184.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling