+15.8%
BABA vs FXI
+20.5%
-4.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -2.7% |
| 7D | +3.8% | +4.4% | -0.5% | -1.5% |
| 30D | -5.4% | +1.2% | -6.6% | -6.7% |
| 3M | -17.9% | -4.2% | -13.8% | -13.4% |
| 6M | -24.1% | -6.2% | -17.8% | -17.1% |
| YTD | -27.4% | -8.8% | -18.6% | -17.4% |
| 1Y | -36.1% | -11.6% | -24.4% | -24.4% |
| 3Y | +35.4% | +45.1% | -9.8% | -11.4% |
| 5Y | -30.1% | -1.2% | -28.9% | -21.9% |
| 10Y | +15.8% | +20.1% | -4.2% | +13.6% |
| All | +15.8% | +20.5% | -4.7% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling