-28.3%
BABA vs FTV
+12.0%
-40.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.6% | +0.2% | +11.4% | +11.4% |
| 30D | +2.3% | +15.7% | -13.4% | -4.4% |
| 3M | -13.7% | +7.5% | -21.2% | -16.8% |
| 6M | -21.9% | +8.5% | -30.4% | -25.6% |
| YTD | -24.6% | +18.8% | -43.4% | -32.2% |
| 1Y | -34.1% | +28.5% | -62.6% | -43.4% |
| 3Y | +36.3% | +34.0% | +2.3% | +9.1% |
| All | -28.3% | +12.0% | -40.3% | -48.2% |
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