-5.4%
BABA vs FND
+70.0%
-75.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.7% |
| 7D | +2.4% | +6.8% | -4.5% | +0.7% |
| 30D | -7.8% | +13.1% | -20.8% | -10.6% |
| 3M | -22.4% | -13.1% | -9.3% | -20.3% |
| 6M | -26.0% | -0.6% | -25.4% | -27.3% |
| YTD | -29.3% | -15.5% | -13.8% | -28.2% |
| 1Y | -37.5% | -13.7% | -23.8% | -37.1% |
| 3Y | +31.9% | -35.0% | +66.9% | +36.0% |
| 5Y | -33.4% | -60.1% | +26.6% | -26.6% |
| All | -5.4% | +70.0% | -75.5% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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