-27.7%
BABA vs EXPD
+52.5%
-80.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +4.1% |
| 7D | +8.6% | -4.8% | +13.4% | +10.2% |
| 30D | -1.1% | -1.5% | +0.4% | -0.8% |
| 3M | -15.9% | +4.1% | -20.0% | -17.4% |
| 6M | -17.5% | +24.0% | -41.6% | -24.3% |
| YTD | -25.6% | +27.4% | -53.0% | -33.2% |
| 1Y | -33.8% | +38.4% | -72.2% | -42.8% |
| 3Y | +34.6% | +73.2% | -38.6% | +2.4% |
| 5Y | -27.7% | +59.9% | -87.5% | -50.4% |
| All | -27.7% | +52.5% | -80.1% | -50.4% |
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