-35.7%
BABA vs XRT
-1.3%
-34.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.6% | -1.4% | -2.1% | -2.9% |
| 30D | -8.4% | +9.8% | -18.1% | -13.9% |
| 3M | -20.6% | +3.3% | -23.9% | -22.6% |
| 6M | -25.4% | +13.6% | -39.0% | -31.9% |
| YTD | -30.1% | +9.1% | -39.2% | -34.7% |
| 1Y | -36.3% | +15.1% | -51.3% | -42.7% |
| 3Y | +30.4% | +59.9% | -29.6% | -11.7% |
| 5Y | -35.7% | -1.7% | -34.0% | -37.1% |
| All | -35.7% | -1.3% | -34.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling