-31.3%
BABA vs XYL
-17.7%
-13.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.1% |
| 7D | -4.8% | -5.0% | +0.3% | -2.7% |
| 30D | -11.9% | -13.2% | +1.3% | -6.6% |
| 3M | -9.3% | -3.7% | -5.6% | -8.6% |
| 6M | -14.2% | -17.7% | +3.4% | -7.5% |
| YTD | -22.0% | -21.5% | -0.5% | -14.6% |
| 1Y | -12.7% | -24.5% | +11.8% | -2.5% |
| 3Y | +26.7% | +6.9% | +19.7% | +15.6% |
| All | -31.3% | -17.7% | -13.6% | -40.0% |
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