+36.3%
BABA vs XRT
+49.6%
-13.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +11.6% | +0.9% | +10.8% | +11.2% |
| 30D | +2.3% | +7.9% | -5.7% | -0.9% |
| 3M | -13.7% | -0.2% | -13.5% | -13.8% |
| 6M | -21.9% | +5.6% | -27.5% | -23.9% |
| YTD | -24.6% | +5.7% | -30.3% | -26.7% |
| 1Y | -34.1% | +14.6% | -48.7% | -38.1% |
| 3Y | +36.3% | +50.7% | -14.4% | +7.9% |
| All | +36.3% | +49.6% | -13.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 3y: compounded portfolio wealth divided by compounded XRT 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…
3y analysis · Full analysis span regression · 6 months rolling