+33.2%
BABA vs BOXX
+18.5%
+14.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.5% |
| 7D | -3.5% | +0.1% | -3.5% | -3.6% |
| 30D | -12.7% | +0.3% | -13.0% | -13.5% |
| 3M | -3.0% | +1.0% | -4.1% | -5.8% |
| 6M | -19.1% | +1.9% | -21.0% | -23.2% |
| YTD | -24.7% | +2.7% | -27.4% | -29.9% |
| 1Y | -29.0% | +4.0% | -33.1% | -36.0% |
| 3Y | +30.9% | +14.7% | +16.3% | +29.4% |
| All | +33.2% | +18.5% | +14.7% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 10y: compounded portfolio wealth divided by compounded BOXX 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…
10y analysis · Full analysis span regression · 6 months rolling