+159.2%
EWY vs BABA
-21.8%
+181.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +8.0% | -0.2% | +8.2% | +8.1% |
| 30D | +14.3% | -12.3% | +26.6% | +18.3% |
| 3M | +2.3% | -5.3% | +7.6% | +3.5% |
| 6M | +49.9% | -13.1% | +62.9% | +56.7% |
| YTD | +95.3% | -22.4% | +117.8% | +108.8% |
| All | +159.2% | -21.8% | +181.0% | +184.1% |
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