+11.7%
BABA vs XLB
+163.6%
-151.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -13.8% | +0.5% | -14.3% | -14.1% |
| 30D | -15.1% | +5.2% | -20.3% | -18.2% |
| 3M | -22.7% | +0.3% | -23.0% | -23.2% |
| 6M | -34.7% | +1.2% | -35.8% | -35.9% |
| YTD | -35.0% | +16.6% | -51.7% | -42.5% |
| 1Y | -40.4% | +21.4% | -61.9% | -48.9% |
| 3Y | +21.9% | +43.2% | -21.3% | -7.2% |
| 5Y | -39.9% | +28.0% | -67.9% | -50.5% |
| All | +11.7% | +163.6% | -151.8% | -40.3% |
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