-28.3%
BABA vs EWZ
+58.5%
-86.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +11.6% | -1.5% | +13.1% | +12.4% |
| 30D | +2.3% | -24.5% | +26.8% | +14.8% |
| 3M | -13.7% | -10.7% | -3.0% | -11.9% |
| 6M | -21.9% | -19.1% | -2.8% | -16.2% |
| YTD | -24.6% | +1.6% | -26.3% | -29.0% |
| 1Y | -34.1% | +4.3% | -38.4% | -39.2% |
| 3Y | +36.3% | +19.0% | +17.3% | +15.7% |
| All | -28.3% | +58.5% | -86.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling