+14.4%
BABA vs XLRE
+87.4%
-73.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.4% |
| 7D | -2.9% | -2.7% | -0.2% | -1.7% |
| 30D | -15.1% | -2.3% | -12.8% | -14.2% |
| 3M | -5.0% | -3.5% | -1.6% | -3.8% |
| 6M | -19.9% | +1.9% | -21.8% | -20.9% |
| YTD | -25.3% | +8.3% | -33.6% | -28.3% |
| 1Y | -23.9% | +6.4% | -30.3% | -26.4% |
| 3Y | +28.1% | +30.2% | -2.1% | +11.5% |
| 5Y | -31.4% | +8.6% | -40.0% | -35.9% |
| All | +14.4% | +87.4% | -73.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling