+17.6%
BABA vs USFR
+28.0%
-10.4%
-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 | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -11.9% | +0.3% | -12.2% | -12.0% |
| 3M | -9.3% | +1.0% | -10.3% | -9.7% |
| 6M | -14.2% | +1.9% | -16.2% | -15.0% |
| YTD | -22.0% | +2.6% | -24.6% | -23.0% |
| 1Y | -12.7% | +4.0% | -16.7% | -14.5% |
| 3Y | +26.7% | +14.1% | +12.5% | +19.5% |
| 5Y | -29.3% | +20.4% | -49.8% | -35.1% |
| All | +17.6% | +28.0% | -10.4% | +9.5% |
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