+16.7%
BABA vs EWZ
+86.7%
-70.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | -17.3% | +8.2% | -25.5% | -19.9% |
| 3M | -7.8% | +13.3% | -21.1% | -12.4% |
| 6M | -16.8% | +3.6% | -20.4% | -18.4% |
| YTD | -24.7% | +21.0% | -45.7% | -30.4% |
| 1Y | -24.9% | +34.7% | -59.6% | -33.6% |
| 3Y | +29.1% | +48.3% | -19.2% | +9.8% |
| 5Y | -30.5% | +60.1% | -90.6% | -43.2% |
| 10Y | +16.7% | +92.6% | -75.9% | -15.7% |
| All | +16.7% | +86.7% | -70.0% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling