-29.9%
BABA vs XLU
+47.4%
-77.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.2% | +2.1% | -2.3% | -0.7% |
| 30D | -12.3% | -0.4% | -11.9% | -12.2% |
| 3M | -5.3% | +0.5% | -5.8% | -5.7% |
| 6M | -13.1% | -5.8% | -7.3% | -12.0% |
| YTD | -22.4% | +3.1% | -25.6% | -23.5% |
| 1Y | -19.5% | +8.1% | -27.6% | -21.7% |
| 3Y | +32.9% | +50.5% | -17.6% | +16.9% |
| 5Y | -29.9% | +44.7% | -74.6% | -41.4% |
| All | -29.9% | +47.4% | -77.3% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling