-18.7%
BABA vs XE
-65.4%
+46.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +15.9% | -14.6% | +0.7% |
| 7D | +11.6% | -4.6% | +16.2% | +11.7% |
| 30D | +2.3% | -27.5% | +29.8% | +3.8% |
| 3M | -13.7% | -49.9% | +36.2% | -11.0% |
| 6M | -21.9% | -67.2% | +45.3% | -18.2% |
| All | -18.7% | -65.4% | +46.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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