+17.1%
BABA vs FFIV
+126.1%
-109.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +11.6% | -8.1% | +19.8% | +14.6% |
| 30D | +2.3% | -33.4% | +35.7% | +15.9% |
| 3M | -13.7% | -24.7% | +11.1% | -7.0% |
| 6M | -21.9% | -8.8% | -13.1% | -21.9% |
| YTD | -24.6% | +21.8% | -46.4% | -33.1% |
| 1Y | -34.1% | +25.3% | -59.4% | -42.2% |
| 3Y | +36.3% | +101.2% | -64.9% | -4.5% |
| 5Y | -26.7% | +40.2% | -66.9% | -42.0% |
| All | +17.1% | +126.1% | -109.0% | -23.9% |
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