+16.0%
BABA vs USFR
+28.5%
-12.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -8.4% | +0.4% | -8.7% | -8.5% |
| 3M | -20.6% | +1.1% | -21.7% | -21.0% |
| 6M | -25.4% | +2.1% | -27.4% | -26.1% |
| YTD | -30.1% | +3.4% | -33.6% | -31.3% |
| 1Y | -36.3% | +4.1% | -40.4% | -37.6% |
| 3Y | +30.4% | +14.4% | +16.0% | +22.2% |
| 5Y | -35.7% | +21.4% | -57.2% | -41.6% |
| 10Y | +16.0% | +28.5% | -12.5% | +3.1% |
| All | +16.0% | +28.5% | -12.5% | +3.1% |
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