+16.0%
BABA vs FIVE
+478.4%
-462.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.2% |
| 7D | -4.8% | +4.3% | -9.0% | -5.6% |
| 30D | -11.9% | +12.5% | -24.4% | -14.4% |
| 3M | -9.3% | +31.2% | -40.5% | -14.8% |
| 6M | -14.2% | +14.4% | -28.6% | -17.7% |
| YTD | -22.0% | +33.9% | -55.9% | -27.8% |
| 1Y | -12.7% | +65.1% | -77.8% | -22.9% |
| 3Y | +26.7% | +49.0% | -22.3% | +8.3% |
| 5Y | -29.3% | +30.3% | -59.6% | -40.0% |
| All | +16.0% | +478.4% | -462.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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