+34.5%
BABA vs FFIV
+102.8%
-68.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +3.6% |
| 7D | +8.6% | -14.2% | +22.8% | +11.7% |
| 30D | -1.1% | -33.6% | +32.6% | +6.4% |
| 3M | -15.9% | -24.2% | +8.3% | -12.5% |
| 6M | -17.5% | -8.3% | -9.3% | -18.2% |
| YTD | -25.6% | +22.1% | -47.7% | -31.6% |
| 1Y | -33.8% | +26.5% | -60.3% | -39.7% |
| All | +34.5% | +102.8% | -68.2% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling