+170.4%
EWY vs BABA
+25.5%
+144.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.7% |
| 7D | -10.4% | +11.6% | -22.0% | -13.0% |
| 30D | -25.4% | +2.3% | -27.7% | -26.0% |
| 3M | -16.5% | -13.7% | -2.8% | -13.9% |
| 6M | -24.7% | -21.9% | -2.8% | -20.6% |
| YTD | +40.9% | -24.6% | +65.6% | +49.6% |
| 1Y | +49.8% | -34.1% | +83.9% | +64.1% |
| 3Y | +134.8% | +36.3% | +98.6% | +105.5% |
| 5Y | +91.4% | -26.7% | +118.2% | +85.6% |
| 10Y | +204.3% | +19.2% | +185.1% | +148.0% |
| All | +170.4% | +25.5% | +144.9% | +104.6% |
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