-31.3%
BABA vs FND
-60.2%
+28.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -4.8% | -5.2% | +0.5% | -3.5% |
| 30D | -11.9% | -19.9% | +8.0% | -7.2% |
| 3M | -9.3% | +2.7% | -12.0% | -11.3% |
| 6M | -14.2% | -21.7% | +7.4% | -10.3% |
| YTD | -22.0% | -17.5% | -4.5% | -19.9% |
| 1Y | -12.7% | -39.3% | +26.6% | -3.1% |
| 3Y | +26.7% | -49.8% | +76.4% | +40.5% |
| All | -31.3% | -60.2% | +28.9% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling