-39.8%
BABA vs XBI
+19.9%
-59.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.3% | -3.8% | -5.4% |
| 7D | -12.7% | +1.9% | -14.6% | -13.5% |
| 30D | -14.9% | +3.0% | -17.9% | -16.5% |
| 3M | -24.6% | -5.1% | -19.5% | -23.3% |
| 6M | -29.3% | +12.2% | -41.5% | -35.0% |
| YTD | -35.0% | +24.1% | -59.2% | -43.8% |
| 1Y | -39.7% | +33.1% | -72.8% | -50.0% |
| 3Y | +21.2% | +127.3% | -106.1% | -30.3% |
| All | -39.8% | +19.9% | -59.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling