+21.9%
BABA vs FND
-39.5%
+61.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -13.8% | -6.8% | -6.9% | -12.8% |
| 30D | -15.1% | +8.0% | -23.1% | -16.3% |
| 3M | -22.7% | -18.9% | -3.8% | -20.4% |
| 6M | -34.7% | +4.7% | -39.4% | -36.3% |
| YTD | -35.0% | -21.6% | -13.4% | -33.4% |
| 1Y | -40.4% | -22.0% | -18.4% | -38.9% |
| 3Y | +21.9% | -40.4% | +62.4% | +17.4% |
| All | +21.9% | -39.5% | +61.5% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling