+14.9%
BABA vs FXI
+12.4%
+2.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | +0.4% |
| 7D | -3.6% | -1.9% | -1.6% | -1.4% |
| 30D | -8.4% | -0.6% | -7.7% | -7.6% |
| 3M | -20.6% | -4.9% | -15.7% | -15.9% |
| 6M | -25.4% | -8.8% | -16.6% | -16.6% |
| YTD | -30.1% | -10.7% | -19.4% | -19.3% |
| 1Y | -36.3% | -15.2% | -21.0% | -22.1% |
| 3Y | +30.4% | +42.5% | -12.1% | -7.3% |
| 5Y | -35.7% | -7.8% | -27.9% | -23.4% |
| 10Y | +16.0% | +20.0% | -4.0% | +22.1% |
| All | +14.9% | +12.4% | +2.5% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling