+27.1%
BABA vs FXI
+39.4%
-12.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | -0.6% |
| 7D | -4.8% | +1.0% | -5.8% | -5.9% |
| 30D | -11.9% | -0.6% | -11.3% | -11.3% |
| 3M | -9.3% | +1.9% | -11.2% | -11.1% |
| 6M | -14.2% | -0.2% | -14.1% | -13.3% |
| YTD | -22.0% | -5.6% | -16.4% | -15.4% |
| 1Y | -12.7% | -4.7% | -8.0% | -5.3% |
| All | +27.1% | +39.4% | -12.3% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling