+77.7%
BABA vs XLRE
+112.0%
-34.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -4.8% | -1.2% | -3.5% | -4.2% |
| 30D | -11.9% | -2.8% | -9.1% | -10.8% |
| 3M | -9.3% | -0.2% | -9.1% | -9.5% |
| 6M | -14.2% | +1.9% | -16.2% | -15.3% |
| YTD | -22.0% | +10.6% | -32.6% | -26.0% |
| 1Y | -12.7% | +8.8% | -21.5% | -16.6% |
| 3Y | +26.7% | +31.5% | -4.9% | +9.4% |
| 5Y | -29.3% | +6.6% | -35.9% | -33.6% |
| 10Y | +21.2% | +84.0% | -62.8% | -14.9% |
| All | +77.7% | +112.0% | -34.2% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling