+31.9%
BABA vs FITB
+142.3%
-110.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -7.8% | +7.0% | -14.8% | -8.7% |
| 3M | -22.4% | -4.4% | -18.0% | -21.9% |
| 6M | -26.0% | +11.6% | -37.5% | -27.6% |
| YTD | -29.3% | +18.6% | -47.9% | -31.8% |
| 1Y | -37.5% | +29.8% | -67.3% | -40.7% |
| 3Y | +31.9% | +140.7% | -108.8% | +4.9% |
| All | +31.9% | +142.3% | -110.4% | +4.9% |
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