+28.2%
BABA vs FE
+123.7%
-95.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -4.8% | +1.9% | -6.7% | -5.0% |
| 30D | -11.9% | -1.2% | -10.7% | -11.7% |
| 3M | -9.3% | +3.5% | -12.8% | -9.8% |
| 6M | -14.2% | -6.1% | -8.2% | -13.6% |
| YTD | -22.0% | +7.6% | -29.6% | -23.0% |
| 1Y | -12.7% | +11.9% | -24.6% | -14.3% |
| 3Y | +26.7% | +48.4% | -21.8% | +18.8% |
| 5Y | -29.3% | +44.8% | -74.1% | -34.0% |
| 10Y | +21.2% | +115.9% | -94.6% | +6.5% |
| All | +28.2% | +123.7% | -95.5% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling