-34.1%
BABA vs FE
+5.1%
-39.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.2% |
| 7D | +11.6% | -1.0% | +12.7% | +11.6% |
| 30D | +2.3% | +4.1% | -1.9% | +2.6% |
| 3M | -13.7% | -1.0% | -12.7% | -13.8% |
| 6M | -21.9% | +4.0% | -25.9% | -22.2% |
| YTD | -24.6% | +6.8% | -31.5% | -24.1% |
| 1Y | -34.1% | +5.3% | -39.4% | -33.7% |
| All | -34.1% | +5.1% | -39.2% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling