-28.3%
BABA vs FFIV
+39.5%
-67.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +11.6% | -8.1% | +19.8% | +14.5% |
| 30D | +2.3% | -33.4% | +35.7% | +15.6% |
| 3M | -13.7% | -24.7% | +11.1% | -7.4% |
| 6M | -21.9% | -8.8% | -13.1% | -22.5% |
| YTD | -24.6% | +21.8% | -46.4% | -34.1% |
| 1Y | -34.1% | +25.3% | -59.4% | -43.2% |
| 3Y | +36.3% | +101.2% | -64.9% | -11.8% |
| All | -28.3% | +39.5% | -67.7% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling