+11.7%
BABA vs FITB
+212.2%
-200.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -13.8% | +2.8% | -16.5% | -14.3% |
| 30D | -15.1% | +9.8% | -24.9% | -17.0% |
| 3M | -22.7% | -5.2% | -17.6% | -21.9% |
| 6M | -34.7% | +17.3% | -52.0% | -37.4% |
| YTD | -35.0% | +19.3% | -54.3% | -38.3% |
| 1Y | -40.4% | +32.7% | -73.1% | -44.9% |
| 3Y | +21.9% | +141.6% | -119.7% | -5.0% |
| 5Y | -39.9% | +48.9% | -88.7% | -48.0% |
| All | +11.7% | +212.2% | -200.5% | -17.0% |
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