+28.2%
BABA vs XEL
+253.2%
-225.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -4.8% | -1.0% | -3.8% | -4.7% |
| 30D | -11.9% | -1.9% | -10.0% | -11.7% |
| 3M | -9.3% | -1.9% | -7.4% | -9.2% |
| 6M | -14.2% | -7.4% | -6.8% | -13.8% |
| YTD | -22.0% | +4.1% | -26.1% | -22.4% |
| 1Y | -12.7% | +8.0% | -20.8% | -13.5% |
| 3Y | +26.7% | +48.4% | -21.7% | +22.0% |
| 5Y | -29.3% | +27.2% | -56.6% | -31.3% |
| 10Y | +21.2% | +146.8% | -125.6% | +11.2% |
| All | +28.2% | +253.2% | -225.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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