+48.1%
BABA vs XLRE
+115.9%
-67.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -6.8% |
| 7D | -12.7% | +0.1% | -12.8% | -12.8% |
| 30D | -14.9% | +6.0% | -20.9% | -17.2% |
| 3M | -24.6% | +0.5% | -25.2% | -24.9% |
| 6M | -29.3% | +1.2% | -30.6% | -30.0% |
| YTD | -35.0% | +12.6% | -47.6% | -38.9% |
| 1Y | -39.7% | +11.0% | -50.7% | -42.9% |
| 3Y | +21.2% | +43.0% | -21.8% | +0.6% |
| 5Y | -39.9% | +9.1% | -49.0% | -44.1% |
| 10Y | +7.8% | +111.7% | -103.9% | -30.3% |
| All | +48.1% | +115.9% | -67.8% | -1.1% |
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