+169.9%
XLV vs BABA
+18.5%
+151.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -1.4% | -15.1% | +13.7% | +0.1% |
| 3M | +8.9% | -5.0% | +13.9% | +9.1% |
| 6M | +9.1% | -19.9% | +29.0% | +11.0% |
| YTD | +7.9% | -25.3% | +33.2% | +10.4% |
| 1Y | +22.7% | -23.9% | +46.6% | +24.8% |
| 3Y | +31.9% | +28.1% | +3.8% | +24.4% |
| 5Y | +34.9% | -31.4% | +66.3% | +35.2% |
| All | +169.9% | +18.5% | +151.4% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling