-31.3%
BABA vs EXPD
+61.6%
-92.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -4.8% | -1.1% | -3.6% | -4.4% |
| 30D | -11.9% | +4.1% | -16.0% | -13.2% |
| 3M | -9.3% | +17.9% | -27.2% | -14.8% |
| 6M | -14.2% | +29.2% | -43.5% | -22.6% |
| YTD | -22.0% | +27.4% | -49.4% | -29.8% |
| 1Y | -12.7% | +56.8% | -69.5% | -28.6% |
| 3Y | +26.7% | +68.0% | -41.4% | -1.8% |
| All | -31.3% | +61.6% | -92.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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