+4.2%
BABA vs FND
+66.0%
-61.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -4.8% | -5.2% | +0.5% | -3.6% |
| 30D | -11.9% | -19.9% | +8.0% | -7.6% |
| 3M | -9.3% | +2.7% | -12.0% | -10.9% |
| 6M | -14.2% | -21.7% | +7.4% | -10.7% |
| YTD | -22.0% | -17.5% | -4.5% | -20.1% |
| 1Y | -12.7% | -39.3% | +26.6% | -4.4% |
| 3Y | +26.7% | -49.8% | +76.4% | +39.4% |
| 5Y | -29.3% | -60.1% | +30.7% | -21.8% |
| All | +4.2% | +66.0% | -61.8% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling