+17.1%
BABA vs FITB
+247.4%
-230.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | +11.6% | -1.5% | +13.2% | +12.0% |
| 30D | +2.3% | +5.8% | -3.5% | +0.9% |
| 3M | -13.7% | -6.1% | -7.6% | -12.5% |
| 6M | -21.9% | +5.9% | -27.8% | -23.3% |
| YTD | -24.6% | +16.1% | -40.7% | -27.9% |
| 1Y | -34.1% | +28.8% | -62.9% | -38.6% |
| 3Y | +36.3% | +126.0% | -89.8% | +8.5% |
| 5Y | -26.7% | +45.3% | -72.0% | -36.0% |
| All | +17.1% | +247.4% | -230.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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