-35.3%
BABA vs FXI
-10.5%
-24.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | -1.3% |
| 7D | +4.3% | +6.6% | -2.3% | -5.2% |
| 30D | -5.0% | +2.2% | -7.2% | -7.9% |
| 3M | -18.4% | -4.7% | -13.6% | -12.0% |
| 6M | -20.3% | -4.7% | -15.6% | -14.1% |
| YTD | -27.5% | -9.0% | -18.5% | -15.5% |
| 1Y | -35.3% | -10.5% | -24.8% | -23.4% |
| All | -35.3% | -10.5% | -24.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling