+15.7%
BABA vs FTI
+178.7%
-163.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +2.4% | -3.3% | +5.6% | +2.8% |
| 30D | -7.8% | -7.2% | -0.6% | -6.9% |
| 3M | -22.4% | -12.9% | -9.5% | -21.0% |
| 6M | -26.0% | -7.9% | -18.1% | -25.5% |
| YTD | -29.3% | +45.2% | -74.4% | -33.9% |
| 1Y | -37.5% | +48.1% | -85.6% | -41.8% |
| 3Y | +31.9% | +205.0% | -173.1% | +8.0% |
| 5Y | -33.4% | +838.8% | -872.2% | -54.8% |
| 10Y | +15.7% | +174.8% | -159.1% | -7.9% |
| All | +15.7% | +178.7% | -163.0% | -7.9% |
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