-39.9%
BABA vs FTV
+18.0%
-57.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -12.7% | +3.7% | -16.4% | -14.2% |
| 30D | -14.9% | +16.8% | -31.7% | -20.9% |
| 3M | -24.6% | +10.4% | -35.0% | -28.3% |
| 6M | -29.3% | +12.8% | -42.2% | -33.9% |
| YTD | -35.0% | +23.3% | -58.3% | -42.6% |
| 1Y | -39.7% | +31.0% | -70.7% | -48.6% |
| 3Y | +21.2% | +38.6% | -17.4% | -4.5% |
| 5Y | -39.9% | +17.6% | -57.5% | -57.0% |
| All | -39.9% | +18.0% | -57.9% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling