-35.3%
BABA vs FTV
+37.8%
-73.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +4.7% |
| 7D | +4.3% | +6.6% | -2.3% | +3.9% |
| 30D | -5.0% | +19.1% | -24.1% | -5.9% |
| 3M | -18.4% | +13.1% | -31.5% | -19.0% |
| 6M | -20.3% | +14.0% | -34.3% | -21.2% |
| YTD | -27.5% | +24.2% | -51.7% | -28.3% |
| 1Y | -35.3% | +36.4% | -71.7% | -31.5% |
| All | -35.3% | +37.8% | -73.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling