-24.9%
BABA vs XLU
+6.9%
-31.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | -17.3% | -0.4% | -16.9% | -17.2% |
| 3M | -7.8% | -1.7% | -6.0% | -8.5% |
| 6M | -16.8% | -7.1% | -9.6% | -16.5% |
| YTD | -24.7% | +1.9% | -26.6% | -26.6% |
| 1Y | -24.9% | +6.1% | -31.1% | -19.8% |
| All | -24.9% | +6.9% | -31.8% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling