+21.9%
BABA vs XBI
+129.3%
-107.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.3% | -3.8% | -6.1% |
| 7D | -12.7% | +1.9% | -14.6% | -13.2% |
| 30D | -14.9% | +3.0% | -17.9% | -15.9% |
| 3M | -24.6% | -5.1% | -19.5% | -23.8% |
| 6M | -29.3% | +12.2% | -41.5% | -33.1% |
| YTD | -35.0% | +24.1% | -59.2% | -40.9% |
| 1Y | -39.7% | +33.1% | -72.8% | -46.7% |
| All | +21.9% | +129.3% | -107.4% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling