+31.1%
BABA vs FTV
+39.1%
-8.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -8.4% | +18.3% | -26.7% | -12.7% |
| 3M | -20.6% | +10.2% | -30.8% | -22.9% |
| 6M | -25.4% | +12.8% | -38.2% | -28.3% |
| YTD | -30.1% | +23.4% | -53.5% | -35.2% |
| 1Y | -36.3% | +31.4% | -67.7% | -42.5% |
| All | +31.1% | +39.1% | -8.0% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling