+19.2%
BABA vs FE
+125.6%
-106.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.3% | +1.7% | +2.6% | +4.1% |
| 30D | -5.0% | +8.1% | -13.1% | -6.0% |
| 3M | -18.4% | -1.3% | -17.1% | -18.2% |
| 6M | -20.3% | +2.9% | -23.2% | -20.7% |
| YTD | -27.5% | +8.6% | -36.1% | -28.5% |
| 1Y | -35.3% | +6.3% | -41.7% | -36.0% |
| 3Y | +31.2% | +45.1% | -14.0% | +23.4% |
| 5Y | -32.1% | +47.1% | -79.2% | -36.7% |
| 10Y | +14.7% | +110.6% | -95.9% | +1.2% |
| All | +19.2% | +125.6% | -106.5% | +5.6% |
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