+16.0%
BABA vs FLEX
+995.9%
-980.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -11.9% | -10.1% | -1.7% | -9.8% |
| 3M | -9.3% | -31.3% | +22.1% | -1.5% |
| 6M | -14.2% | +71.3% | -85.5% | -30.3% |
| YTD | -22.0% | +81.2% | -103.3% | -37.9% |
| 1Y | -12.7% | +98.5% | -111.2% | -32.9% |
| 3Y | +26.7% | +428.2% | -401.6% | -31.3% |
| 5Y | -29.3% | +657.3% | -686.6% | -66.3% |
| All | +16.0% | +995.9% | -980.0% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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