+16.0%
BABA vs FTI
+180.1%
-164.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -3.6% | +1.4% | -5.0% | -3.8% |
| 30D | -8.4% | -6.3% | -2.1% | -7.6% |
| 3M | -20.6% | -13.1% | -7.5% | -19.1% |
| 6M | -25.4% | -8.0% | -17.4% | -24.9% |
| YTD | -30.1% | +47.1% | -77.2% | -34.8% |
| 1Y | -36.3% | +50.7% | -87.0% | -40.8% |
| 3Y | +30.4% | +209.0% | -178.6% | +6.5% |
| 5Y | -35.7% | +847.0% | -882.7% | -56.4% |
| 10Y | +16.0% | +184.3% | -168.3% | -7.5% |
| All | +16.0% | +180.1% | -164.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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