+11.7%
BABA vs FLEX
+608.2%
-596.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.0% |
| 7D | -13.8% | +7.5% | -21.2% | -15.6% |
| 30D | -15.1% | -25.3% | +10.2% | -10.1% |
| 3M | -22.7% | -39.7% | +16.9% | -14.2% |
| 6M | -34.7% | -47.9% | +13.2% | -26.1% |
| YTD | -35.0% | +24.1% | -59.1% | -44.2% |
| 1Y | -40.4% | +26.0% | -66.4% | -49.2% |
| 3Y | +21.9% | +282.7% | -260.8% | -29.6% |
| 5Y | -39.9% | +424.2% | -464.1% | -69.0% |
| All | +11.7% | +608.2% | -596.5% | -53.2% |
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