+32.9%
BABA vs XLRE
+31.7%
+1.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -12.3% | -2.4% | -9.9% | -11.5% |
| 3M | -5.3% | +0.6% | -5.9% | -5.9% |
| 6M | -13.1% | +3.9% | -17.0% | -14.9% |
| YTD | -22.4% | +10.5% | -32.9% | -26.1% |
| 1Y | -19.5% | +8.4% | -27.9% | -22.7% |
| 3Y | +32.9% | +32.8% | +0.1% | +13.7% |
| All | +32.9% | +31.7% | +1.3% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling