+47.3%
BABA vs FTV
+119.0%
-71.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.6% | +0.2% | +11.4% | +11.5% |
| 30D | +2.3% | +15.7% | -13.4% | -4.0% |
| 3M | -13.7% | +7.5% | -21.2% | -16.6% |
| 6M | -21.9% | +8.5% | -30.4% | -25.3% |
| YTD | -24.6% | +18.8% | -43.4% | -31.4% |
| 1Y | -34.1% | +28.5% | -62.6% | -42.3% |
| 3Y | +36.3% | +34.0% | +2.3% | +14.6% |
| 5Y | -26.7% | +12.6% | -39.3% | -35.0% |
| 10Y | +19.2% | +111.4% | -92.2% | -17.3% |
| All | +47.3% | +119.0% | -71.7% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling