+15.8%
BABA vs EWZ
+45.3%
-29.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.4% |
| 7D | +3.8% | +1.4% | +2.4% | +3.3% |
| 30D | -5.4% | -25.1% | +19.7% | +3.9% |
| 3M | -17.9% | -7.7% | -10.2% | -17.1% |
| 6M | -24.1% | -15.8% | -8.2% | -20.8% |
| YTD | -27.4% | +3.6% | -31.1% | -30.1% |
| 1Y | -36.1% | +5.5% | -41.6% | -39.0% |
| 3Y | +35.4% | +22.1% | +13.2% | +21.8% |
| 5Y | -30.1% | +58.3% | -88.4% | -42.8% |
| 10Y | +15.8% | +50.3% | -34.4% | -7.3% |
| All | +15.8% | +45.3% | -29.5% | -7.3% |
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