+21.9%
BABA vs FERG
+69.1%
-47.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -13.8% | +9.7% | -23.5% | -15.7% |
| 30D | -15.1% | +15.0% | -30.1% | -18.1% |
| 3M | -22.7% | +3.8% | -26.5% | -23.6% |
| 6M | -34.7% | +10.6% | -45.3% | -36.5% |
| YTD | -35.0% | +17.0% | -52.0% | -37.5% |
| 1Y | -40.4% | +7.1% | -47.5% | -41.8% |
| 3Y | +21.9% | +67.7% | -45.8% | +10.2% |
| All | +21.9% | +69.1% | -47.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 3y: compounded portfolio wealth divided by compounded FERG 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…
3y analysis · Full analysis span regression · 6 months rolling