+32.3%
BABA vs BOXX
+18.4%
+13.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.9% | 0.0% | -3.0% | -3.0% |
| 30D | -15.1% | +0.3% | -15.4% | -15.8% |
| 3M | -5.0% | +1.0% | -6.0% | -7.6% |
| 6M | -19.9% | +1.9% | -21.9% | -24.0% |
| YTD | -25.3% | +2.6% | -27.9% | -30.3% |
| 1Y | -23.9% | +4.0% | -27.9% | -31.3% |
| 3Y | +28.1% | +14.6% | +13.5% | +26.8% |
| All | +32.3% | +18.4% | +13.9% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling