+16.0%
BABA vs XLB
+165.5%
-149.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.6% | -1.6% | -1.9% | -2.6% |
| 30D | -8.4% | +7.2% | -15.6% | -13.0% |
| 3M | -20.6% | 0.0% | -20.6% | -20.9% |
| 6M | -25.4% | +2.3% | -27.7% | -27.3% |
| YTD | -30.1% | +18.4% | -48.5% | -38.8% |
| 1Y | -36.3% | +23.3% | -59.6% | -46.0% |
| 3Y | +30.4% | +45.2% | -14.8% | -1.8% |
| 5Y | -35.7% | +31.0% | -66.7% | -47.9% |
| 10Y | +16.0% | +168.8% | -152.7% | -38.7% |
| All | +16.0% | +165.5% | -149.4% | -38.7% |
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