+17.1%
BABA vs XLB
+170.1%
-153.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | +11.6% | -1.5% | +13.1% | +12.8% |
| 30D | +2.3% | +6.1% | -3.8% | -2.0% |
| 3M | -13.7% | 0.0% | -13.7% | -14.0% |
| 6M | -21.9% | 0.0% | -21.9% | -22.7% |
| YTD | -24.6% | +16.0% | -40.7% | -33.0% |
| 1Y | -34.1% | +24.7% | -58.8% | -44.5% |
| 3Y | +36.3% | +40.4% | -4.1% | +5.3% |
| 5Y | -26.7% | +30.7% | -57.4% | -40.3% |
| All | +17.1% | +170.1% | -153.1% | -31.5% |
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