+16.7%
BABA vs XLI
+252.7%
-236.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.2% | +1.0% | -1.1% | -0.8% |
| 30D | -12.3% | -5.8% | -6.5% | -8.8% |
| 3M | -5.3% | +0.7% | -6.0% | -6.3% |
| 6M | -13.1% | +3.2% | -16.2% | -15.4% |
| YTD | -22.4% | +13.0% | -35.5% | -29.0% |
| 1Y | -19.5% | +16.8% | -36.3% | -27.9% |
| 3Y | +32.9% | +72.4% | -39.5% | -9.1% |
| 5Y | -29.9% | +82.8% | -112.6% | -53.8% |
| 10Y | +16.7% | +252.4% | -235.7% | -48.3% |
| All | +16.7% | +252.7% | -236.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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