+16.0%
BABA vs FICO
+605.7%
-589.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.7% | +18.0% | +5.5% |
| 7D | -4.8% | -19.2% | +14.4% | 0.0% |
| 30D | -11.9% | -14.6% | +2.7% | -9.1% |
| 3M | -9.3% | -20.1% | +10.8% | -6.1% |
| 6M | -14.2% | -36.3% | +22.1% | -6.7% |
| YTD | -22.0% | -44.9% | +22.8% | -12.0% |
| 1Y | -12.7% | -38.6% | +25.9% | -5.8% |
| 3Y | +26.7% | +4.0% | +22.7% | +6.0% |
| 5Y | -29.3% | +99.5% | -128.9% | -55.5% |
| All | +16.0% | +605.7% | -589.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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