+15.7%
BABA vs XLU
+154.5%
-138.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +2.4% | +0.7% | +1.6% | +2.2% |
| 30D | -7.8% | +5.6% | -13.4% | -8.9% |
| 3M | -22.4% | +2.1% | -24.5% | -22.8% |
| 6M | -26.0% | -0.9% | -25.1% | -26.0% |
| YTD | -29.3% | +4.6% | -33.9% | -30.3% |
| 1Y | -37.5% | +0.3% | -37.8% | -37.8% |
| 3Y | +31.9% | +58.6% | -26.7% | +17.7% |
| 5Y | -33.4% | +51.5% | -84.9% | -40.1% |
| 10Y | +15.7% | +159.4% | -143.7% | -5.8% |
| All | +15.7% | +154.5% | -138.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling