+11.7%
BABA vs FFIV
+124.6%
-112.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.3% | -6.8% |
| 7D | -12.7% | +1.9% | -14.6% | -13.3% |
| 30D | -14.9% | -33.3% | +18.4% | -3.5% |
| 3M | -24.6% | -24.9% | +0.3% | -18.7% |
| 6M | -29.3% | -10.5% | -18.8% | -28.8% |
| YTD | -35.0% | +24.4% | -59.5% | -42.7% |
| 1Y | -39.7% | +32.3% | -72.0% | -48.2% |
| 3Y | +21.2% | +99.7% | -78.5% | -14.8% |
| 5Y | -39.9% | +38.4% | -78.3% | -52.2% |
| All | +11.7% | +124.6% | -112.9% | -28.0% |
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