+157.0%
EWY vs BABA
+21.2%
+135.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.2% | -13.8% | +18.0% | +7.5% |
| 30D | -10.7% | -15.1% | +4.4% | -7.6% |
| 3M | -20.1% | -22.7% | +2.7% | -15.8% |
| 6M | -24.3% | -34.7% | +10.4% | -17.1% |
| YTD | +46.9% | -35.0% | +81.9% | +59.9% |
| 1Y | +55.2% | -40.4% | +95.6% | +71.6% |
| 3Y | +157.0% | +21.9% | +135.0% | +140.8% |
| All | +157.0% | +21.2% | +135.8% | +140.8% |
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