+16.7%
BABA vs FISV
-1.0%
+17.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.6% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | -12.3% | -3.0% | -9.3% | -11.8% |
| 3M | -5.3% | -3.5% | -1.8% | -5.3% |
| 6M | -13.1% | -19.4% | +6.3% | -8.9% |
| YTD | -22.4% | -24.3% | +1.8% | -17.6% |
| 1Y | -19.5% | -62.4% | +42.9% | +1.0% |
| 3Y | +32.9% | -58.2% | +91.1% | +49.4% |
| 5Y | -29.9% | -56.5% | +26.7% | -24.3% |
| 10Y | +16.7% | -0.5% | +17.3% | -20.5% |
| All | +16.7% | -1.0% | +17.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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