-33.4%
BABA vs FDX
+76.9%
-110.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +2.4% | +0.5% | +1.9% | +2.1% |
| 30D | -7.8% | +9.5% | -17.3% | -10.7% |
| 3M | -22.4% | -1.3% | -21.0% | -22.3% |
| 6M | -26.0% | +5.5% | -31.5% | -28.1% |
| YTD | -29.3% | +38.9% | -68.2% | -38.5% |
| 1Y | -37.5% | +58.8% | -96.3% | -48.5% |
| 3Y | +31.9% | +71.1% | -39.2% | -0.4% |
| 5Y | -33.4% | +76.3% | -109.7% | -51.6% |
| All | -33.4% | +76.9% | -110.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling