+15.8%
BABA vs FFIV
+132.4%
-116.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.5% |
| 7D | +3.8% | -2.1% | +5.9% | +4.4% |
| 30D | -5.4% | -33.8% | +28.4% | +7.5% |
| 3M | -17.9% | -20.6% | +2.7% | -13.3% |
| 6M | -24.1% | -10.2% | -13.8% | -23.6% |
| YTD | -27.4% | +24.5% | -51.9% | -36.1% |
| 1Y | -36.1% | +29.3% | -65.4% | -44.6% |
| 3Y | +35.4% | +103.8% | -68.4% | -5.6% |
| 5Y | -30.1% | +40.9% | -71.0% | -44.8% |
| 10Y | +15.8% | +126.6% | -110.8% | -25.8% |
| All | +15.8% | +132.4% | -116.6% | -25.8% |
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