+28.2%
BABA vs FXI
+18.9%
+9.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | -0.4% |
| 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% | -10.8% |
| 6M | -14.2% | -0.2% | -14.1% | -13.2% |
| YTD | -22.0% | -5.6% | -16.4% | -15.6% |
| 1Y | -12.7% | -4.7% | -8.0% | -5.6% |
| 3Y | +26.7% | +38.0% | -11.4% | -7.1% |
| 5Y | -29.3% | -2.7% | -26.7% | -20.5% |
| 10Y | +21.2% | +19.9% | +1.3% | +23.6% |
| All | +28.2% | +18.9% | +9.3% | +27.3% |
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