+15.7%
BABA vs XME
+270.2%
-254.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.7% |
| 7D | +2.4% | -0.2% | +2.5% | +2.1% |
| 30D | -7.8% | -9.2% | +1.4% | -4.4% |
| 3M | -22.4% | -17.8% | -4.6% | -16.6% |
| 6M | -26.0% | -20.0% | -6.0% | -20.2% |
| YTD | -29.3% | -6.6% | -22.7% | -29.1% |
| 1Y | -37.5% | +1.8% | -39.3% | -39.9% |
| 3Y | +31.9% | +98.7% | -66.8% | -7.0% |
| 5Y | -33.4% | +123.9% | -157.3% | -55.6% |
| 10Y | +15.7% | +277.9% | -262.2% | -34.5% |
| All | +15.7% | +270.2% | -254.5% | -34.5% |
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