+28.2%
BABA vs XBI
+214.6%
-186.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | +0.9% | -5.6% | -5.2% |
| 30D | -11.9% | +7.1% | -19.0% | -14.9% |
| 3M | -9.3% | +22.9% | -32.2% | -18.3% |
| 6M | -14.2% | +29.7% | -44.0% | -25.0% |
| YTD | -22.0% | +34.5% | -56.5% | -33.1% |
| 1Y | -12.7% | +76.1% | -88.8% | -34.1% |
| 3Y | +26.7% | +103.2% | -76.5% | -13.0% |
| 5Y | -29.3% | +22.8% | -52.2% | -40.9% |
| 10Y | +21.2% | +176.3% | -155.0% | -30.4% |
| All | +28.2% | +214.6% | -186.4% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling