+15.8%
BABA vs FITB
+247.7%
-231.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -4.3% |
| 7D | +3.8% | -1.1% | +4.9% | +4.1% |
| 30D | -5.4% | +7.3% | -12.7% | -7.0% |
| 3M | -17.9% | -4.0% | -13.9% | -17.3% |
| 6M | -24.1% | +11.9% | -36.0% | -26.5% |
| YTD | -27.4% | +19.0% | -46.4% | -31.0% |
| 1Y | -36.1% | +31.0% | -67.1% | -40.7% |
| 3Y | +35.4% | +143.8% | -108.4% | +5.5% |
| 5Y | -30.1% | +48.9% | -79.0% | -39.4% |
| 10Y | +15.8% | +236.6% | -220.8% | -7.0% |
| All | +15.8% | +247.7% | -231.8% | -7.0% |
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