+59.3%
BABA vs XLRE
+117.0%
-57.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.1% |
| 30D | -8.4% | +6.4% | -14.7% | -11.0% |
| 3M | -20.6% | +2.0% | -22.6% | -21.4% |
| 6M | -25.4% | +1.8% | -27.2% | -26.3% |
| YTD | -30.1% | +13.2% | -43.3% | -34.4% |
| 1Y | -36.3% | +10.7% | -47.0% | -39.6% |
| 3Y | +30.4% | +43.7% | -13.3% | +8.0% |
| 5Y | -35.7% | +9.7% | -45.5% | -40.4% |
| 10Y | +16.0% | +112.8% | -96.8% | -25.2% |
| All | +59.3% | +117.0% | -57.6% | +6.1% |
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