-35.3%
BABA vs EWZ
+7.8%
-43.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.6% |
| 7D | +4.3% | -4.1% | +8.4% | +5.1% |
| 30D | -5.0% | -25.0% | +20.0% | -0.1% |
| 3M | -18.4% | -10.6% | -7.7% | -18.3% |
| 6M | -20.3% | -16.6% | -3.7% | -18.2% |
| YTD | -27.5% | +2.5% | -30.0% | -27.4% |
| 1Y | -35.3% | +8.1% | -43.4% | -33.6% |
| All | -35.3% | +7.8% | -43.1% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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