+272.7%
EWY vs BABA
+29.8%
+242.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | +4.8% | -4.8% | +9.6% | +6.1% |
| 30D | +11.7% | -11.9% | +23.6% | +14.9% |
| 3M | -7.4% | -9.3% | +1.9% | -5.7% |
| 6M | +40.6% | -14.2% | +54.8% | +45.3% |
| YTD | +94.3% | -22.0% | +116.3% | +104.9% |
| 1Y | +164.3% | -12.7% | +177.0% | +169.4% |
| 3Y | +221.0% | +26.7% | +194.3% | +186.8% |
| 5Y | +139.1% | -29.3% | +168.5% | +134.6% |
| 10Y | +298.8% | +21.2% | +277.6% | +224.7% |
| All | +272.7% | +29.8% | +242.9% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling