+11.7%
BABA vs FDX
+155.8%
-144.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -13.8% | +5.2% | -19.0% | -15.3% |
| 30D | -15.1% | +11.3% | -26.4% | -18.2% |
| 3M | -22.7% | -4.1% | -18.6% | -21.9% |
| 6M | -34.7% | +9.6% | -44.3% | -37.4% |
| YTD | -35.0% | +40.9% | -75.9% | -43.4% |
| 1Y | -40.4% | +53.0% | -93.4% | -49.7% |
| 3Y | +21.9% | +74.1% | -52.2% | -5.6% |
| 5Y | -39.9% | +75.1% | -115.0% | -55.0% |
| All | +11.7% | +155.8% | -144.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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