+23.9%
BABA vs EWZ
+15.6%
+8.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +11.6% | -1.5% | +13.1% | +12.2% |
| 30D | +2.3% | -24.5% | +26.8% | +11.2% |
| 3M | -13.7% | -10.7% | -3.0% | -11.8% |
| 6M | -21.9% | -19.1% | -2.8% | -17.6% |
| YTD | -24.6% | +1.6% | -26.3% | -26.6% |
| 1Y | -34.1% | +4.3% | -38.4% | -36.5% |
| 3Y | +36.3% | +19.0% | +17.3% | +25.2% |
| 5Y | -26.7% | +57.7% | -84.4% | -38.7% |
| 10Y | +19.2% | +51.3% | -32.1% | -4.5% |
| All | +23.9% | +15.6% | +8.2% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling