+15.7%
BABA vs FXI
+19.2%
-3.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.6% |
| 7D | +2.4% | +3.7% | -1.3% | -2.0% |
| 30D | -7.8% | +0.5% | -8.3% | -8.3% |
| 3M | -22.4% | -5.7% | -16.7% | -16.4% |
| 6M | -26.0% | -6.9% | -19.1% | -18.5% |
| YTD | -29.3% | -9.5% | -19.8% | -18.7% |
| 1Y | -37.5% | -14.0% | -23.5% | -23.5% |
| 3Y | +31.9% | +44.5% | -12.6% | -13.2% |
| 5Y | -33.4% | -2.8% | -30.6% | -24.3% |
| 10Y | +15.7% | +20.3% | -4.6% | +15.2% |
| All | +15.7% | +19.2% | -3.5% | +15.2% |
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