+16.0%
BABA vs FFIV
+130.1%
-114.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.5% |
| 7D | -3.6% | -2.9% | -0.6% | -2.8% |
| 30D | -8.4% | -32.4% | +24.1% | +3.3% |
| 3M | -20.6% | -22.7% | +2.1% | -15.2% |
| 6M | -25.4% | -10.7% | -14.7% | -24.7% |
| YTD | -30.1% | +25.4% | -55.5% | -38.6% |
| 1Y | -36.3% | +34.2% | -70.5% | -45.6% |
| 3Y | +30.4% | +101.2% | -70.8% | -8.5% |
| 5Y | -35.7% | +42.0% | -77.7% | -49.3% |
| 10Y | +16.0% | +126.7% | -110.7% | -25.6% |
| All | +16.0% | +130.1% | -114.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling