+11.7%
BABA vs FDX
+152.0%
-140.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.0% | -6.7% |
| 7D | -12.7% | +0.8% | -13.5% | -13.0% |
| 30D | -14.9% | +9.9% | -24.8% | -17.7% |
| 3M | -24.6% | -1.9% | -22.7% | -24.4% |
| 6M | -29.3% | +6.1% | -35.4% | -31.5% |
| YTD | -35.0% | +38.8% | -73.8% | -43.2% |
| 1Y | -39.7% | +50.0% | -89.7% | -48.7% |
| 3Y | +21.2% | +71.0% | -49.9% | -5.6% |
| 5Y | -39.9% | +72.5% | -112.4% | -54.8% |
| All | +11.7% | +152.0% | -140.3% | -21.7% |
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