+27.1%
BABA vs FITB
+128.4%
-101.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.8% | +0.6% | -5.4% | -4.8% |
| 30D | -11.9% | -4.7% | -7.2% | -11.3% |
| 3M | -9.3% | +6.7% | -15.9% | -10.5% |
| 6M | -14.2% | +12.6% | -26.8% | -16.5% |
| YTD | -22.0% | +19.1% | -41.2% | -25.0% |
| 1Y | -12.7% | +22.6% | -35.3% | -16.6% |
| All | +27.1% | +128.4% | -101.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling