+38.0%
BABA vs BOXX
+18.4%
+19.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -4.8% | +0.1% | -4.8% | -4.9% |
| 30D | -11.9% | +0.4% | -12.3% | -12.8% |
| 3M | -9.3% | +1.0% | -10.3% | -11.8% |
| 6M | -14.2% | +2.0% | -16.2% | -18.6% |
| YTD | -22.0% | +2.6% | -24.7% | -27.3% |
| 1Y | -12.7% | +4.1% | -16.8% | -21.3% |
| 3Y | +26.7% | +14.7% | +11.9% | +25.5% |
| All | +38.0% | +18.4% | +19.6% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling