-39.8%
BABA vs FFIV
+35.3%
-75.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.9% |
| 7D | -13.8% | -0.5% | -13.2% | -13.6% |
| 30D | -15.1% | -32.4% | +17.3% | -4.6% |
| 3M | -22.7% | -25.7% | +2.9% | -16.7% |
| 6M | -34.7% | -13.5% | -21.2% | -33.9% |
| YTD | -35.0% | +21.1% | -56.1% | -43.2% |
| 1Y | -40.4% | +29.4% | -69.8% | -49.4% |
| 3Y | +21.9% | +94.9% | -73.0% | -19.9% |
| All | -39.8% | +35.3% | -75.1% | -55.4% |
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