+15.8%
BABA vs FDX
+160.0%
-144.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -4.9% |
| 7D | +3.8% | +0.2% | +3.6% | +3.6% |
| 30D | -5.4% | +9.3% | -14.7% | -8.3% |
| 3M | -17.9% | +0.5% | -18.4% | -18.4% |
| 6M | -24.1% | +5.3% | -29.4% | -26.2% |
| YTD | -27.4% | +38.6% | -66.0% | -36.5% |
| 1Y | -36.1% | +53.5% | -89.6% | -46.2% |
| 3Y | +35.4% | +74.2% | -38.9% | +4.7% |
| 5Y | -30.1% | +75.3% | -105.4% | -47.7% |
| 10Y | +15.8% | +156.3% | -140.4% | -14.8% |
| All | +15.8% | +160.0% | -144.2% | -14.8% |
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