+17.1%
BABA vs FTI
+184.4%
-167.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.8% |
| 7D | +11.6% | -7.6% | +19.3% | +12.9% |
| 30D | +2.3% | -7.1% | +9.4% | +3.2% |
| 3M | -13.7% | -8.7% | -5.0% | -12.8% |
| 6M | -21.9% | -14.0% | -7.9% | -20.6% |
| YTD | -24.6% | +42.8% | -67.5% | -29.4% |
| 1Y | -34.1% | +50.4% | -84.5% | -38.8% |
| 3Y | +36.3% | +194.1% | -157.9% | +12.2% |
| 5Y | -26.7% | +775.2% | -801.9% | -49.6% |
| All | +17.1% | +184.4% | -167.4% | -6.8% |
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