-40.4%
BABA vs FE
+5.8%
-46.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.1% |
| 7D | -13.8% | +1.2% | -15.0% | -13.7% |
| 30D | -15.1% | +4.5% | -19.6% | -14.9% |
| 3M | -22.7% | +1.3% | -24.1% | -22.7% |
| 6M | -34.7% | +8.7% | -43.3% | -35.0% |
| YTD | -35.0% | +9.2% | -44.2% | -35.0% |
| 1Y | -40.4% | +7.0% | -47.4% | -40.4% |
| All | -40.4% | +5.8% | -46.2% | -40.4% |
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