+15.8%
BABA vs XLI
+244.3%
-228.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -6.2% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | -5.4% | -0.2% | -5.2% | -5.6% |
| 3M | -17.9% | -8.6% | -9.4% | -13.4% |
| 6M | -24.1% | -2.0% | -22.1% | -23.8% |
| YTD | -27.4% | +9.7% | -37.2% | -32.5% |
| 1Y | -36.1% | +11.4% | -47.5% | -41.2% |
| 3Y | +35.4% | +74.2% | -38.8% | -8.4% |
| 5Y | -30.1% | +70.0% | -100.1% | -52.0% |
| 10Y | +15.8% | +235.2% | -219.4% | -39.2% |
| All | +15.8% | +244.3% | -228.5% | -39.2% |
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