+16.0%
BABA vs FN
+900.0%
-884.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.7% |
| 7D | -4.8% | -1.7% | -3.1% | -4.5% |
| 30D | -11.9% | -22.0% | +10.1% | -8.7% |
| 3M | -9.3% | -43.0% | +33.7% | -1.1% |
| 6M | -14.2% | -27.7% | +13.5% | -12.0% |
| YTD | -22.0% | -10.5% | -11.5% | -24.0% |
| 1Y | -12.7% | +12.5% | -25.2% | -19.5% |
| 3Y | +26.7% | +153.8% | -127.1% | -11.2% |
| 5Y | -29.3% | +288.0% | -317.3% | -58.0% |
| All | +16.0% | +900.0% | -884.0% | -50.2% |
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