+15.7%
BABA vs XLB
+166.1%
-150.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.4% |
| 7D | +2.4% | +0.5% | +1.9% | +1.9% |
| 30D | -7.8% | +6.9% | -14.7% | -12.2% |
| 3M | -22.4% | -0.2% | -22.2% | -22.6% |
| 6M | -26.0% | +3.3% | -29.3% | -28.5% |
| YTD | -29.3% | +18.0% | -47.3% | -38.0% |
| 1Y | -37.5% | +24.2% | -61.7% | -47.3% |
| 3Y | +31.9% | +44.7% | -12.8% | -0.4% |
| 5Y | -33.4% | +31.6% | -65.0% | -46.1% |
| 10Y | +15.7% | +164.2% | -148.5% | -39.4% |
| All | +15.7% | +166.1% | -150.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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