-31.3%
BABA vs FFIV
+91.3%
-122.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.8% | -1.0% | -3.8% | -4.5% |
| 30D | -11.9% | -5.1% | -6.8% | -10.6% |
| 3M | -9.3% | -4.5% | -4.8% | -8.3% |
| 6M | -14.2% | +36.5% | -50.7% | -25.0% |
| YTD | -22.0% | +53.0% | -75.0% | -35.2% |
| 1Y | -12.7% | +24.2% | -36.9% | -21.5% |
| 3Y | +26.7% | +137.2% | -110.6% | -18.5% |
| All | -31.3% | +91.3% | -122.6% | -53.3% |
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