+228.6%
EWY vs BABA
+31.3%
+197.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | +4.8% | -4.8% | +9.6% | +6.0% |
| 30D | +11.7% | -11.9% | +23.6% | +14.6% |
| 3M | -7.4% | -9.3% | +1.9% | -5.7% |
| 6M | +40.6% | -14.2% | +54.8% | +45.1% |
| YTD | +94.3% | -22.0% | +116.3% | +103.9% |
| 1Y | +164.3% | -12.7% | +177.0% | +170.2% |
| All | +228.6% | +31.3% | +197.3% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling