-31.3%
BABA vs EWZ
+54.7%
-86.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -4.8% | +6.5% | -11.3% | -7.9% |
| 30D | -11.9% | +4.8% | -16.7% | -14.2% |
| 3M | -9.3% | +9.9% | -19.2% | -14.0% |
| 6M | -14.2% | +1.9% | -16.2% | -15.8% |
| YTD | -22.0% | +20.3% | -42.3% | -29.9% |
| 1Y | -12.7% | +35.6% | -48.3% | -26.7% |
| 3Y | +26.7% | +43.4% | -16.8% | +2.3% |
| All | -31.3% | +54.7% | -86.0% | -51.0% |
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