-39.8%
BABA vs XYL
-23.3%
-16.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -13.8% | -3.7% | -10.0% | -12.4% |
| 30D | -15.1% | -8.3% | -6.8% | -12.9% |
| 3M | -22.7% | -21.4% | -1.3% | -15.6% |
| 6M | -34.7% | -12.9% | -21.7% | -32.3% |
| YTD | -35.0% | -30.1% | -5.0% | -26.0% |
| 1Y | -40.4% | -35.2% | -5.3% | -29.5% |
| 3Y | +21.9% | -0.8% | +22.7% | +12.1% |
| All | -39.8% | -23.3% | -16.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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