+16.7%
BABA vs XPO
+1,450.2%
-1,433.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | +2.7% | -2.9% | -0.7% |
| 30D | -12.3% | -6.2% | -6.1% | -11.2% |
| 3M | -5.3% | -15.4% | +10.1% | -2.3% |
| 6M | -13.1% | +0.7% | -13.8% | -13.9% |
| YTD | -22.4% | +39.8% | -62.3% | -29.0% |
| 1Y | -19.5% | +43.3% | -62.8% | -27.2% |
| 3Y | +32.9% | +166.0% | -133.1% | -2.0% |
| 5Y | -29.9% | +274.2% | -304.0% | -55.3% |
| 10Y | +16.7% | +1,429.0% | -1,412.3% | -45.5% |
| All | +16.7% | +1,450.2% | -1,433.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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