-35.9%
BABA vs FXI
-13.0%
-22.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -2.5% |
| 7D | +3.8% | +4.4% | -0.5% | -2.6% |
| 30D | -5.4% | +1.2% | -6.6% | -7.0% |
| 3M | -17.9% | -4.2% | -13.8% | -12.2% |
| 6M | -24.1% | -6.2% | -17.8% | -16.0% |
| YTD | -27.4% | -8.8% | -18.6% | -15.3% |
| All | -35.9% | -13.0% | -22.9% | -20.7% |
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