+16.7%
BABA vs XME
+401.9%
-385.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -0.2% | +3.6% | -3.8% | -1.7% |
| 30D | -12.3% | +3.6% | -15.9% | -14.0% |
| 3M | -5.3% | +1.2% | -6.5% | -6.8% |
| 6M | -13.1% | +9.0% | -22.1% | -17.4% |
| YTD | -22.4% | +15.9% | -38.4% | -28.5% |
| 1Y | -19.5% | +43.2% | -62.7% | -32.7% |
| 3Y | +32.9% | +137.4% | -104.4% | -12.0% |
| 5Y | -29.9% | +185.0% | -214.9% | -57.2% |
| 10Y | +16.7% | +409.5% | -392.8% | -43.1% |
| All | +16.7% | +401.9% | -385.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling