+16.0%
BABA vs FITB
+226.2%
-210.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -8.4% | +7.0% | -15.4% | -9.9% |
| 3M | -20.6% | -4.8% | -15.8% | -19.8% |
| 6M | -25.4% | +13.5% | -38.9% | -28.0% |
| YTD | -30.1% | +19.1% | -49.2% | -33.6% |
| 1Y | -36.3% | +30.8% | -67.0% | -40.9% |
| 3Y | +30.4% | +141.6% | -111.3% | +1.7% |
| 5Y | -35.7% | +48.3% | -84.0% | -44.3% |
| 10Y | +16.0% | +215.9% | -199.9% | -11.3% |
| All | +16.0% | +226.2% | -210.2% | -11.3% |
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