+164.3%
EWY vs BABA
-14.2%
+178.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.2% |
| 7D | +4.8% | -4.8% | +9.6% | +6.2% |
| 30D | +11.7% | -11.9% | +23.6% | +15.3% |
| 3M | -7.4% | -9.3% | +1.9% | -4.5% |
| 6M | +40.6% | -14.2% | +54.8% | +47.2% |
| YTD | +94.3% | -22.0% | +116.3% | +106.9% |
| 1Y | +164.3% | -12.7% | +177.0% | +190.9% |
| All | +164.3% | -14.2% | +178.5% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling