+99.5%
EWY vs BABA
-30.9%
+130.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.7% | +7.4% | +4.5% |
| 7D | -6.3% | +3.8% | -10.1% | -7.2% |
| 30D | -19.8% | -5.4% | -14.4% | -19.1% |
| 3M | -14.4% | -17.9% | +3.5% | -11.3% |
| 6M | -25.3% | -24.1% | -1.2% | -21.4% |
| YTD | +46.2% | -27.4% | +73.6% | +54.7% |
| 1Y | +58.3% | -36.1% | +94.3% | +71.4% |
| 3Y | +155.0% | +35.4% | +119.6% | +131.9% |
| 5Y | +99.5% | -30.1% | +129.6% | +89.9% |
| All | +99.5% | -30.9% | +130.4% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling