-28.3%
BABA vs EXPD
+55.6%
-83.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +2.0% |
| 7D | +11.6% | -7.2% | +18.8% | +14.2% |
| 30D | +2.3% | -3.3% | +5.6% | +3.1% |
| 3M | -13.7% | +3.4% | -17.1% | -15.1% |
| 6M | -21.9% | +22.7% | -44.6% | -28.1% |
| YTD | -24.6% | +24.5% | -49.2% | -31.9% |
| 1Y | -34.1% | +38.6% | -72.7% | -43.2% |
| 3Y | +36.3% | +71.5% | -35.2% | +3.8% |
| All | -28.3% | +55.6% | -83.9% | -50.6% |
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