+17.1%
BABA vs USFR
+28.5%
-11.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | +0.1% | +11.5% | +11.6% |
| 30D | +2.3% | +0.4% | +1.9% | +2.1% |
| 3M | -13.7% | +1.1% | -14.7% | -14.1% |
| 6M | -21.9% | +2.1% | -24.0% | -22.7% |
| YTD | -24.6% | +3.4% | -28.1% | -25.9% |
| 1Y | -34.1% | +4.1% | -38.2% | -35.5% |
| 3Y | +36.3% | +14.4% | +21.8% | +27.6% |
| 5Y | -26.7% | +21.3% | -48.1% | -33.5% |
| All | +17.1% | +28.5% | -11.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling