+307.9%
EWY vs BABA
+19.4%
+288.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | +6.7% | -2.2% | +8.8% | +7.3% |
| 30D | +17.0% | -17.3% | +34.3% | +22.4% |
| 3M | +3.7% | -7.8% | +11.4% | +4.9% |
| 6M | +42.5% | -16.8% | +59.3% | +48.4% |
| YTD | +96.2% | -24.7% | +120.9% | +108.9% |
| 1Y | +160.4% | -24.9% | +185.3% | +175.9% |
| 3Y | +231.7% | +29.1% | +202.6% | +194.3% |
| 5Y | +153.3% | -30.5% | +183.8% | +152.0% |
| All | +307.9% | +19.4% | +288.5% | +226.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling