+34.5%
BABA vs FXI
+41.7%
-7.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.4% |
| 7D | +8.6% | +6.9% | +1.7% | +0.2% |
| 30D | -1.1% | +3.5% | -4.6% | -5.0% |
| 3M | -15.9% | -3.2% | -12.8% | -12.5% |
| 6M | -17.5% | -3.5% | -14.0% | -13.2% |
| YTD | -25.6% | -8.1% | -17.5% | -16.5% |
| 1Y | -33.8% | -10.5% | -23.3% | -23.4% |
| All | +34.5% | +41.7% | -7.2% | -1.7% |
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 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