-12.7%
BABA vs FTV
+21.5%
-34.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -4.8% | -4.6% | -0.2% | -4.2% |
| 30D | -11.9% | -7.2% | -4.7% | -11.1% |
| 3M | -9.3% | -7.3% | -2.0% | -8.6% |
| 6M | -14.2% | -1.6% | -12.6% | -14.9% |
| YTD | -22.0% | +3.3% | -25.4% | -22.9% |
| 1Y | -12.7% | +20.2% | -32.9% | -20.6% |
| All | -12.7% | +21.5% | -34.2% | -20.6% |
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