+17.6%
BABA vs XLB
+161.2%
-143.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -4.8% | -1.4% | -3.4% | -3.8% |
| 30D | -11.9% | -0.4% | -11.5% | -11.8% |
| 3M | -9.3% | +2.0% | -11.2% | -11.3% |
| 6M | -14.2% | +1.8% | -16.1% | -16.0% |
| YTD | -22.0% | +16.6% | -38.6% | -30.9% |
| 1Y | -12.7% | +16.9% | -29.7% | -22.9% |
| 3Y | +26.7% | +32.6% | -5.9% | +2.0% |
| 5Y | -29.3% | +35.6% | -65.0% | -43.7% |
| All | +17.6% | +161.2% | -143.6% | -39.2% |
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