+52.4%
BABA vs FTV
+90.8%
-38.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -4.8% | -4.5% | -0.3% | -2.9% |
| 30D | -11.9% | -7.1% | -4.8% | -9.2% |
| 3M | -9.3% | -7.2% | -2.1% | -6.9% |
| 6M | -14.2% | -1.5% | -12.7% | -14.6% |
| YTD | -22.0% | +3.5% | -25.5% | -24.6% |
| 1Y | -12.7% | +20.3% | -33.1% | -21.4% |
| 3Y | +26.7% | -3.1% | +29.8% | +23.5% |
| 5Y | -29.3% | +2.3% | -31.7% | -34.6% |
| 10Y | +21.2% | +76.3% | -55.1% | -9.0% |
| All | +52.4% | +90.8% | -38.4% | +12.7% |
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 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