+23.9%
BABA vs EWT
+389.7%
-365.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | -1.7% |
| 7D | +11.6% | -11.7% | +23.4% | +21.2% |
| 30D | +2.3% | -23.2% | +25.5% | +23.4% |
| 3M | -13.7% | -12.5% | -1.2% | -6.8% |
| 6M | -21.9% | -5.9% | -16.0% | -22.7% |
| YTD | -24.6% | +40.5% | -65.1% | -47.3% |
| 1Y | -34.1% | +43.7% | -77.8% | -55.0% |
| 3Y | +36.3% | +136.6% | -100.4% | -42.0% |
| 5Y | -26.7% | +105.1% | -131.8% | -64.1% |
| 10Y | +19.2% | +387.0% | -367.7% | -71.2% |
| All | +23.9% | +389.7% | -365.9% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling