-28.3%
BABA vs FERG
+65.9%
-94.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +11.6% | -2.1% | +13.7% | +12.3% |
| 30D | +2.3% | +8.7% | -6.4% | -0.6% |
| 3M | -13.7% | -7.4% | -6.3% | -11.8% |
| 6M | -21.9% | -6.6% | -15.3% | -20.6% |
| YTD | -24.6% | +6.6% | -31.2% | -26.6% |
| 1Y | -34.1% | -3.6% | -30.5% | -34.0% |
| 3Y | +36.3% | +56.4% | -20.1% | +9.9% |
| All | -28.3% | +65.9% | -94.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling