-39.8%
BABA vs EWT
+118.2%
-158.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -13.8% | +9.1% | -22.9% | -19.2% |
| 30D | -15.1% | -12.2% | -2.9% | -8.1% |
| 3M | -22.7% | -9.4% | -13.3% | -18.8% |
| 6M | -34.7% | +2.7% | -37.3% | -39.9% |
| YTD | -35.0% | +53.3% | -88.3% | -58.9% |
| 1Y | -40.4% | +59.2% | -99.6% | -63.8% |
| 3Y | +21.9% | +157.1% | -135.2% | -58.9% |
| All | -39.8% | +118.2% | -158.0% | -74.8% |
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