+16.7%
BABA vs FTV
+77.3%
-60.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -12.3% | -8.3% | -4.0% | -9.1% |
| 3M | -5.3% | -7.4% | +2.1% | -2.8% |
| 6M | -13.1% | -1.2% | -11.9% | -13.6% |
| YTD | -22.4% | +2.7% | -25.1% | -24.8% |
| 1Y | -19.5% | +18.4% | -37.9% | -27.1% |
| 3Y | +32.9% | -2.0% | +35.0% | +28.9% |
| 5Y | -29.9% | +3.4% | -33.3% | -35.4% |
| 10Y | +16.7% | +78.5% | -61.8% | -10.8% |
| All | +16.7% | +77.3% | -60.6% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling