-31.3%
BABA vs XME
+176.2%
-207.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -11.9% | +6.0% | -17.9% | -15.0% |
| 3M | -9.3% | -7.7% | -1.5% | -6.5% |
| 6M | -14.2% | +1.0% | -15.2% | -16.1% |
| YTD | -22.0% | +14.6% | -36.7% | -29.1% |
| 1Y | -12.7% | +46.0% | -58.7% | -31.0% |
| 3Y | +26.7% | +127.0% | -100.4% | -24.0% |
| All | -31.3% | +176.2% | -207.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling