-33.8%
BABA vs FE
+6.0%
-39.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +8.6% | +0.6% | +8.0% | +8.6% |
| 30D | -1.1% | +6.4% | -7.5% | -0.7% |
| 3M | -15.9% | -0.5% | -15.5% | -16.1% |
| 6M | -17.5% | +4.7% | -22.3% | -17.7% |
| YTD | -25.6% | +8.4% | -34.0% | -25.1% |
| 1Y | -33.8% | +7.2% | -41.1% | -33.4% |
| All | -33.8% | +6.0% | -39.8% | -33.4% |
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