+17.1%
BABA vs FN
+753.0%
-735.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | -0.7% |
| 7D | +11.6% | 0.0% | +11.7% | +10.8% |
| 30D | +2.3% | -34.3% | +36.6% | +8.9% |
| 3M | -13.7% | -39.9% | +26.2% | -7.7% |
| 6M | -21.9% | -51.8% | +29.9% | -14.2% |
| YTD | -24.6% | -28.1% | +3.5% | -24.7% |
| 1Y | -34.1% | -29.1% | -5.0% | -34.4% |
| 3Y | +36.3% | +102.4% | -66.2% | -1.6% |
| 5Y | -26.7% | +171.7% | -198.4% | -53.5% |
| All | +17.1% | +753.0% | -735.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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