-24.9%
BABA vs XBI
+69.6%
-94.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.6% |
| 7D | -2.2% | -3.6% | +1.5% | -1.5% |
| 30D | -17.3% | +0.9% | -18.2% | -17.7% |
| 3M | -7.8% | +21.4% | -29.2% | -13.8% |
| 6M | -16.8% | +25.5% | -42.3% | -23.4% |
| YTD | -24.7% | +30.8% | -55.5% | -31.3% |
| 1Y | -24.9% | +68.6% | -93.5% | -40.4% |
| All | -24.9% | +69.6% | -94.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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