+28.2%
BABA vs EWZ
+36.9%
-8.7%
-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% | +2.0% | +1.5% |
| 7D | -4.8% | +6.5% | -11.3% | -6.9% |
| 30D | -11.9% | +4.8% | -16.7% | -13.5% |
| 3M | -9.3% | +9.9% | -19.2% | -12.5% |
| 6M | -14.2% | +1.9% | -16.2% | -15.3% |
| YTD | -22.0% | +20.3% | -42.3% | -27.2% |
| 1Y | -12.7% | +35.6% | -48.3% | -22.0% |
| 3Y | +26.7% | +43.4% | -16.8% | +10.8% |
| 5Y | -29.3% | +55.9% | -85.3% | -40.6% |
| 10Y | +21.2% | +84.2% | -62.9% | -7.5% |
| All | +28.2% | +36.9% | -8.7% | -4.7% |
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 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