+23.9%
BABA vs XLU
+199.4%
-175.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.6% | -0.7% | +12.3% | +11.8% |
| 30D | +2.3% | +4.8% | -2.5% | +1.2% |
| 3M | -13.7% | +0.2% | -13.8% | -13.8% |
| 6M | -21.9% | -4.3% | -17.6% | -21.3% |
| YTD | -24.6% | +3.1% | -27.8% | -25.5% |
| 1Y | -34.1% | +0.3% | -34.4% | -34.4% |
| 3Y | +36.3% | +52.9% | -16.6% | +22.1% |
| 5Y | -26.7% | +49.1% | -75.9% | -34.2% |
| 10Y | +19.2% | +146.6% | -127.4% | -6.7% |
| All | +23.9% | +199.4% | -175.5% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling