+15.7%
BABA vs FLEX
+569.1%
-553.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -1.9% |
| 7D | +2.4% | -13.6% | +16.0% | +5.0% |
| 30D | -7.8% | -36.5% | +28.7% | +1.7% |
| 3M | -22.4% | -36.4% | +14.1% | -15.0% |
| 6M | -26.0% | -46.5% | +20.5% | -16.7% |
| YTD | -29.3% | +25.9% | -55.2% | -39.4% |
| 1Y | -37.5% | +19.6% | -57.1% | -45.9% |
| 3Y | +31.9% | +287.0% | -255.1% | -23.9% |
| 5Y | -33.4% | +466.6% | -500.0% | -66.3% |
| 10Y | +15.7% | +626.9% | -611.2% | -52.0% |
| All | +15.7% | +569.1% | -553.4% | -52.0% |
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