+15.0%
BABA vs BOXX
+19.3%
-4.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | 0.0% | -13.8% | -13.8% |
| 30D | -15.1% | +0.4% | -15.5% | -16.1% |
| 3M | -22.7% | +1.0% | -23.8% | -25.0% |
| 6M | -34.7% | +2.0% | -36.7% | -38.3% |
| YTD | -35.0% | +3.4% | -38.4% | -40.8% |
| 1Y | -40.4% | +4.1% | -44.5% | -46.5% |
| 3Y | +21.9% | +14.4% | +7.5% | +11.9% |
| All | +15.0% | +19.3% | -4.3% | +48.7% |
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